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  • Which second generation unit root test should I use for unbalanced panels?

    I have tried cips and pescadf but because my data has some gaps, i can't perform them correctly. I can use xtfisher with no problems, but since I have cross section dependence I don't know if the fisher test is adequate.
    If someone can help me with this I would really appreciate, I've been struggling for hours.

  • #2
    Hi Afonso Rodrigues
    I have a similar problem to yours. Would you please tell us which unit root test did you end up using?

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