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We has a similar thread a couple of weeks ago
http://www.stata.com/statalist/archive/2009-04/msg00539.html
where critical values were missing because the literature had simply not
tabulated them. I suppose that could be the issue here, too, as the help
file says:
" The critical values for nharvey for the constant and trend case are
tabulated
in NH, 2000."
BTW, you should say where you obtained this command as it is not part of
official Stata...
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Yee Kyoung Kim
Gesendet: Donnerstag, 30. April 2009 15:33
An: [email protected]
Betreff: st: nharvey with no critical value
Dear statalists,
I have conducted panel unit root test using nharvey and obtained no
critical values as below.
Can anybody kindly let me know what is the problem with my data?
Thanks in advance.
YK
nharvey pst if ind_short2==3
Nyblom-Harvey (2000) statistic for pst
Deterministics chosen : constant
H0: 0 common trends among the 487 series in the panel
Critical values for N= .
10% .
5% .
1% .
Assuming IID RW errors : 3.9231
With nonparametric adjustment
for long-run variance (2 lags) : 2.7310
--
Yee Kyoung Kim
Department of Economics
PhD candidate, Seoul National University, Seoul, Korea
(Phone) 016-595-6148
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