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Re: st: repeating timeseries unitroot test for set of 189 countires within panel data structure


From   Prakash Singh <[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 21:44:41 +0530

Dear Urbain
Thanks a lot

I tried the second lot of command using dfuller but there is not result for it.

Prakash

On Mon, Jul 30, 2012 at 8:51 PM, urbain thierry YOGO <[email protected]> wrote:
> 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
>> *
>> *   For searches and help try:
>> *   http://www.stata.com/help.cgi?search
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>>
>
>
> --
> *Urbain Thierry YOGO
> Ph.D candidate in Economics*
> *
> *   For searches and help try:
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> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
*
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