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  • Unit Root Test - Interpretation

    I conducted a unit root test on my panel data set using the command ''xtunitroot ht logpricedifference, demean", i.e. a Harris-Tsavlais test. The null hypothesis of the test is that the panel contains unit roots. Can anybody explain how to interpret the results of the test? Do I have unit roots in my data series and how can I see that from the test-results?

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    Thanks in advance for your help!

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