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]
st: RE: Panel cointegration - xtwest command -
From
Sissy Tuken <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: RE: Panel cointegration - xtwest command -
Date
Tue, 9 Jul 2013 10:49:16 +0200
Dear all,
I have a panel data which consist of 23 countries and a 30 year period for each country. I have checked the stationary of the variables and I also want to test for panel cointegration. To test for this, I wanted to use the xtwest command or the xtmpg command. However, the command does not work. After I've succesfully installed the 'xtwest package' and I runned the test (for example, xtwest var1 var2, westerlund constant lags(1 3)), the following error occurs: 'unkown egen function rowmiss()' (r133).
Does someone know how to solve for this problem?
Thank you in advance.
With kind regards,
Sissy Tuken
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/