Search results with tag "Xtunitroot panel data unit root"

xtunitroot — Panel-data unit-root tests

impact of cross-sectional dependence. lags(lag spec) specifies the lag structure to use for the ADF regressions performed in computing the test statistic. Specifying lags(#) requests that # lags of the series be used in the ADF regressions. The default is lags(1).

  Cross, Data, Unit, Panels, Root, Regression, Dependence, Sectional, Xtunitroot panel data unit root, Xtunitroot, Sectional dependence