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Is the interpretation of a fisher unit root test biased if data are severely unbalanced?
Is the interpretation of a fisher unit root test biased if data are severely unbalanced?

I have unbalanced data for N=1227 and T=142. My data is severely unbalanced and when I run the fisher test in Stata it does not compute it for the majority of the panels. Can I rely on the results? If no, how can I overcome this problem without having to drop panels?

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Is the interpretation of a fisher unit root test biased if data are severely unbalanced?

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Home / Data Cleaning / Data management / Data Processing / Is the interpretation of a fisher unit root test biased if data are severely unbalanced? Is the interpretation of a fisher unit root test biased if data are severely unbalanced?

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