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Re: st: ts unit root test
From
Markus Eberhardt <[email protected]>
To
[email protected]
Subject
Re: st: ts unit root test
Date
Tue, 22 Feb 2011 09:27:37 +0000
You're in the domain of PANEL time series. The error tells you that
you asked Stata to run a time-series test when your data is actually
panel (multiple countries).
Find below and overview of the various panel time series tests (and
other routines) implemented in Stata:
https://sites.google.com/site/medevecon/code#TOC-Panel-Time-Series-Tools
This includes routines that run with unbalanced panels with missing
observations.
m
Markus Eberhardt
ESRC Post-doctoral Research Fellow, Centre for the Study of African
Economies, Department of Economics, University of Oxford
Stipendiary Lecturer, St Catherine's College, Oxford
web: http://sites.google.com/site/medevecon/home
email: [email protected]
twitter: http://twitter.com/sjoh2052
mail: Centre for the Study of African Economies, Department of
Economics, Manor Rd, Oxford OX1 3UQ, England
On 22 February 2011 09:19, api <[email protected]> wrote:
> Hello
>
> I have a panel database with panel and time variables.
>
> panels are 11 countries, and times are 29 years (for each country).
>
> I'm trying to do a unit root test from time series menu, and im getting this
> error:
>
> sample may not include multiple panels
>
> The command im trying is: dfuller
>
> I tried adding an if condition, to take one panel (1 country), it say not
> enough observations
>
> So my questions are:
>
> 1- what is the command for doing panel unit root test?
>
> 2- i searched and there is a command :xtunitroot can do the trick, but it is
> for version 11 mine is version 10, how to use it?
>
> 3- xtunitroot need data to be strongly balanced, mine is weakly balanced (i
> have missing values and i guess this what made it weakly balanced).
>
> Any suggestions appreciated.
>
> Thanks in advance
>
>
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