Good Morning/Afternoon to you all,
First post I've made, but I'm a very long-time user of the insight found in the forums, so thank you to all for your input!
I am assessing panel stationarity for a number of variables using the xtunitroot command (given that it's an unbalanced panel, I am using the fisher subcommand) so as to assess convergence in some way. I have data on all African countries. I am easily able to assess stationarity for all countries in the sample. I am also quite easily able to assess stationarity within trade regions (i.e., I have assessed panel stationarity for all countries in ECOWAS and seperately, all countries in SADC).
However, what I am not able to do is assess stationarity across those panels- my goal is to compare whether the SADC panel and the ECOWAS panel converge in any way using this methodology.
Thank you in advance!
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