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AW: st: panel unit root test with structural break
From
"Dithmer, Jan" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
AW: st: panel unit root test with structural break
Date
Thu, 16 Aug 2012 13:02:09 +0200
Thank you, Anees.
I had a look at the zandrews command, but it is for time series unit root tests.
I mean, it can be applied to a single time series within a panel,
but I was looking for a command that can be applied to the whole panel, like the tests specified in xtunitroot.
However, these do not account for possible structural breaks.
Best, Jan
-----Ursprüngliche Nachricht-----
Von: [email protected] [mailto:[email protected]] Im Auftrag von Muhammad Anees
Gesendet: Thursday, August 16, 2012 12:55 PM
An: [email protected]
Betreff: Re: st: panel unit root test with structural break
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/
*
* 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/