Dear All,
Could you please tell me the codes for second generation panel unit root tests other than pescadf and xtcips in Stata? I know that there are second generation panel unit root tests such as Moon and Perron, Philips and Sul,Bai and Ng, Choi . However I cannot find the commands for these tests in Stata.
Best Regards
Sinem
Could you please tell me the codes for second generation panel unit root tests other than pescadf and xtcips in Stata? I know that there are second generation panel unit root tests such as Moon and Perron, Philips and Sul,Bai and Ng, Choi . However I cannot find the commands for these tests in Stata.
Best Regards
Sinem
