Sir, you did not make a decision when you used the "multipurt" command. How do you make a decision considering the fact that for every variable you have the following options: with and without trend under both the first and second generation tests? Some variables are stationary Maddala Wu test but non-stationary under Pessaran test. The inverse applies to some other variables. So which test should be relied on?
Respected Sir, I am working on panel data and for this I have two equations. I equation 1 I first checked cross sectional independence and then applied the unit root tests regarding to it. But, in equation 2 I have no cross sectional independence and I not able to find commands for the unit root tests (except pesaran test) for this type of equation. Kindly, guide me in this Topic. Thank you in anticipation.
Sir, you did not make a decision when you used the "multipurt" command. How do you make a decision considering the fact that for every variable you have the following options: with and without trend under both the first and second generation tests? Some variables are stationary Maddala Wu test but non-stationary under Pessaran test. The inverse applies to some other variables. So which test should be relied on?
How to choose optimum lags?
very helpful and well explained
rabia please contact me , i want to learn it. i did not understand it from here
very helpful thank you, sir!
Respected Sir, I am working on panel data and for this I have two equations. I equation 1 I first checked cross sectional independence and then applied the unit root tests regarding to it. But, in equation 2 I have no cross sectional independence and I not able to find commands for the unit root tests (except pesaran test) for this type of equation. Kindly, guide me in this Topic. Thank you in anticipation.
sir please tell how to download the data from authors website? please mention the link
how to slove expression is too long error on stata??