Hello,
I am trying to do an Augmented Dickey-Fuller test for covariance
stationarity on a panel. I understand that panelunit can do this. Could
anybody tell me what the syntax should be? As you can see below, panelunit
should be installed on my computer but STATA does not seem to recognize the
command. Also, I am not able to find panelunit.ado on my computer. I used
"ssc install panelunit" and the installation seemed to have gone through
correctly.
. sort id year
. tsset id year
panel variable: id (strongly balanced)
time variable: year, 2004 to 2005
. dfuller csp
sample may not include multiple panels
r(459);
. panelunit csp
unrecognized command: panelunit
r(199);
*To check if panelunit is installed :
. ssc install panelunit
checking panelunit consistency and verifying not already installed...
all files already exist and are up to date.
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
