Dear Statalisters,
I am trying to compute a Pesaran Panel Unit Root Test with the command xtcips. My panel is balanced, with T=234, N=16. There is serial correlation (Woolridge test 2002) and slope heterogeneity (Swamey's test for slope homogeneity).
My command is : xtcips X, maxlags(1) bglags(1)
Stata computes the CIPS statistic but no critical value: there are only dots in the table, and I do not understand why.
I changed the maximum nb of lags and the serial correlation order, but the problem remains.
It is also the case with another variable of my panel.
The tests also fails on R, where I received the following message: Error in cvals[nintl:ninth, tinth, i] : subscript out of bounds
Any help or suggestion would be highly appreciated !
Regards,
Lise
I am trying to compute a Pesaran Panel Unit Root Test with the command xtcips. My panel is balanced, with T=234, N=16. There is serial correlation (Woolridge test 2002) and slope heterogeneity (Swamey's test for slope homogeneity).
My command is : xtcips X, maxlags(1) bglags(1)
Stata computes the CIPS statistic but no critical value: there are only dots in the table, and I do not understand why.
I changed the maximum nb of lags and the serial correlation order, but the problem remains.
It is also the case with another variable of my panel.
The tests also fails on R, where I received the following message: Error in cvals[nintl:ninth, tinth, i] : subscript out of bounds
Any help or suggestion would be highly appreciated !
Regards,
Lise
