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  • Applying Bai-Perron Test to Time Series data structured in panel format


    Hello,
    I have a panel dataset where data is there for each country. I want to run the stata command for each country.

    https://www.wiwiss.fu-berlin.de/fach...G_V02_Main.pdf
    In this paper, the author has developed a Stata package "sbbpm".

    The syntax is:
    sbbpm depvar timevar, [minspan(#) maxbreaks(#) alpha(#) trimming(#) het(string) prewhit(#) method(string)]

    I tried to run the synatx for each country using if condition like:
    sbbpm depvar timevar, [minspan(#) maxbreaks(#) alpha(#) trimming(#) het(string) prewhit(#) method(string)] if id==1
    but it does not allow if.

    I'm wondering if can be done some local or global looping...
    would highly appreciate your help...
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