IPSHIN: RATS procedure to implement Im, Pesaran and Shin panel unit root test
AbstractImplements panel unit root tests from Im, Pesaran and Shin(2003), "Testing for Unit Roots in Heterogeneous Panels", J. of Econometrics, vol 115,53-74.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number RTS00098.
Programming language: RATS
Requires: RATS 5.10
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Other versions of this item:
- Mohammad Hashem Pesaran in Wikipedia (German)
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