Roberto,
You might try ssc describe d and
look for hadrilm. Then type: ssc install hadrilm .
That is one of several panel data unit root tests
available through ssc.
- Regards,
Bob Yaffee
Robert A. Yaffee, Ph.D.
Research Professor
Shirley M. Ehrenkranz
School of Social Work
New York University
home address:
Apt 19-W
2100 Linwood Ave.
Fort Lee, NJ
07024-3171
Phone: 201-242-3824
Fax: 201-242-3825
[email protected]
----- Original Message -----
From: clerico zanto <[email protected]>
Date: Thursday, January 26, 2006 5:30 am
Subject: st: Pnale cointegration tests
> As far as I known, the Stata code to conduct Pedroni
> tests for panel cointegration is not written. Is it
> right?
> Hence, is any alternative panel cointegration test
> available on Stata?
> Thank you
> roberto
>
>
>
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