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Re: st: repeating timeseries unitroot test for set of 189 countires within panel data structure
From
urbain thierry YOGO <[email protected]>
To
[email protected]
Subject
Re: st: repeating timeseries unitroot test for set of 189 countires within panel data structure
Date
Mon, 30 Jul 2012 16:21:17 +0100
Why don't you make use of xtuniroot.
foreach x of varlist gdp gdppc credit_gdp {
xtunitroot fisher `x' , dfuller lags(2) trend
}
Then you can run a panel unit root test for each variable. However just try this
foreach x of local country {
dfuller linfmort if id==`x' ,lags(1) trend
dfuller infmort if id==`x' ,lags(1) trend
}
best
2012/7/30, Prakash Singh <[email protected]>:
> Dear all
> My dataset actually follows panel data format but for some reason I
> need to do time series unit root test also, now as the data set
> contains 189 countries it would be a difficult proposition for me to
> create 189 data file and go for unitroot test in each of the file. Is
> there any way that I can handle the situation without creating 189
> files. I am working with stata 10 data structure is
> country year gdp gdppc credit_gdp and so on; where country ranges from
> 1-189 and year 1950-2009.
>
> Looking forward for help
>
>
> Thanks
> Prakash
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>
--
*Urbain Thierry YOGO
Ph.D candidate in Economics*
*
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