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st: A Question Regarding -xtunitroot-
From
Yuval Arbel <[email protected]>
To
statalist <[email protected]>
Subject
st: A Question Regarding -xtunitroot-
Date
Sat, 8 Sep 2012 08:01:56 +0300
Dear Statalisters,
I used the command -xtunitroot- to test for unit roots in all panels
and ran Fisher-Type tests.
The problem is that I would like to suppress the constant generic
fixed effect terms (by -noconstant-). This possibility is not
available for Fisher-Type tests.
I tried other tests, which have the -noconstant- option, but the
problem is that my panel is unbalanced, and these tests cannot be
performed on an unbalanced panel.
The question is can I do something about it? can I at least run a test
to see whether these generic fixed effect terms are equal to zero?
--
Dr. Yuval Arbel
School of Business
Carmel Academic Center
4 Shaar Palmer Street,
Haifa 33031, Israel
e-mail1: [email protected]
e-mail2: [email protected]
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