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xtunitroot — Panel-data unit-root tests

xtunitroot — Panel-data unit-root tests

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of the test statistic under the null hypothesis. When the number of time periods, T, is small (less than 10 or 15), the test suffers from severe size distortions when fixed effects or time trends are included; in these cases, using altt results in much improved size properties at the expense of significantly less power. Breitung options

  Tests, Data, Unit, Case, Panels, Root, Xtunitroot panel data unit root, Xtunitroot

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