xtfisher combines the p-values from N independent unit root tests, as developed by Maddala and Wu (1999). Based on the p-values of individual unit root tests, Fisher's test assumes that all series are non-stationary under the null hypothesis against the alternative that at least one series in the panel is stationary. Unlike the Im-Pesaran-Shin (1997) test (help ipshin), Fisher's test does not require a balanced panel.
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number
S448201.
Size: Programming language: Stata Requires: Stata version 8.2 Date of creation: 14 Dec 2004 Date of revision:
08 Sep 2005 Handle: RePEc:boc:bocode:s448201
Note: This module may be installed from within Stata by typing "ssc inst xtfisher". Windows users should not attempt to download these files with a web browser. Contact details of provider: Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA Phone: 617-552-3670 Fax: +1-617-552-2308 Email: Web page: http://fmwww.bc.edu/EC/ More information through EDIRC