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st: madfuller


From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: madfuller
Date   Sat, 11 Feb 2006 17:08:50 -0500

The madfuller package (modified augmented Dickey-Fuller panel unit root test) has been updated. The code is unchanged, but the help file more clearly reflects the setup of the test. Thanks to Falko Juessen for suggesting the clarification. The revised file is available from SSC.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html


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