st: Moon-Perron Test

["Joan R. Roses" <jroses@clio.uc3m.es>]

Hi listers,
I'm analysing integration of labour markets with a panel of 50 N * 20 T.I 
already performed IPSIN, LEVINLIN and PESCADF tests on unit-root in panel 
data. However, my data suffers from cross-sectional dependence and, then, I 
would like to implementthe Moon-Perron test (Moon HR, Perron B (2004) 
Testing for a unit root in panels with dynamic factors. J Econom 
122:81-126)which allows to compute half-lives (convergence rates)in presence 
of cross-sectional dependence. Does any know how to do? Many ThanksJoan R. 
RosésUniversidad Carlos III de Madrid 

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/