When conducting the IPS unit root test, the options that you can add to the command include "trend", "demean" and "lags".
What do these options actually mean and how does one understand when to select or not select each one? I have researched online and also used the help option in stata to try to understand, but I am still confused/unsure of when to use them.
Each option can alter the result of the test and change the outcome (ie whether or not there is unit root).
Related Posts with The Im, Pesaran and Shin (IPS) Unit Root Test
panel data regression Hey, I'm running panel data regressions, but I want to find out the coefficients for each country …
Problem (omitted because of collinearity Code: probit checking_account lending_interest i.size c.firm_age i.Legal_Status i.sector i.gender …
Generating a Count Variable using the 90 percentile centered on a five day window Hi I am working with a panel data set for 300 districts from 1959 to 1999 using Stata 13. I have go…
Cem (coarsened exact matching) create identifier for matched pairsDear Statalist Users, My data is on the district-year level and I am looking at the effect of mine …
Struggling with reshapeHi, I have data where i am looking at IDs, a test for different genes and extra information. I am tr…
Subscribe to:
Post Comments (Atom)
0 Response to The Im, Pesaran and Shin (IPS) Unit Root Test
Post a Comment