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IPSHIN: RATS procedure to implement Im, Pesaran and Shin panel unit root test

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language

RATS

Abstract

Implements panel unit root tests from Im, Pesaran and Shin(2003), "Testing for Unit Roots in Heterogeneous Panels", J. of Econometrics, vol 115,53-74.

Suggested Citation

  • Tom Doan, "undated". "IPSHIN: RATS procedure to implement Im, Pesaran and Shin panel unit root test," Statistical Software Components RTS00098, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:rts00098
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    File URL: https://www.estima.com/procs_perl/ipshin.src
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    Keywords

    Unit root tests for panel data; RATS;

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