Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: panel unit root test with structural break
From
Muhammad Anees <[email protected]>
To
[email protected]
Subject
Re: st: panel unit root test with structural break
Date
Thu, 16 Aug 2012 15:54:32 +0500
You should have searched the archives and found something like
Zivot-Andrews (JBES 1992). See for full reference and more details the
help file.
See for example from -help zandrews-
if not found anything then -ssc install zandrews-
or finally -findit zandrews-
This will help you locate more information also. Hope this helps you.
Best
Anees
On Thu, Aug 16, 2012 at 3:40 PM, Dithmer, Jan
<[email protected]> wrote:
> Dear all,
>
> is there a way to perform a panel unit root test in presence of structural break in Stata?
> Unfortunately, I was not able to find any command.
>
> Thanks...
> Best, Jan
>
> *
> * 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/
--
Best
---------------------------
Muhammad Anees
Assistant Professor/Programme Coordinator
COMSATS Institute of Information Technology
Attock 43600, Pakistan
http://www.aneconomist.com
*
* 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/