PANELUNIT: Stata module to support unit root tests on panel data
These routines are minor modifications of official Stata commands dfgls, dfuller and pperron which permit their use on a single time series of a panel dataset (as specified with an if or in qualifier). Dialogs are provided for each routine.
|Requires:||Stata version 8.0 (6.0 for dfuller2, pperron2)|
|Date of creation:||21 Oct 2003|
|Date of revision:|
|Note:||This module may be installed from within Stata by typing "ssc install panelunit". Windows users should not attempt to download these files with a web browser.|
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|Order Information:||Web: http://repec.org/docs/ssc.php|
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