Hello statalist,
Is there a way to implement the Seemingly Unrelated Regression unit root tests in stata panel data such as Seemingly Unrelated Regressions Augmented Dickey-Fuller (SURADF) or SURKSS tests?
I tried searching with some keywords to find if there are user written programs.
Please advise.
Is there a way to implement the Seemingly Unrelated Regression unit root tests in stata panel data such as Seemingly Unrelated Regressions Augmented Dickey-Fuller (SURADF) or SURKSS tests?
I tried searching with some keywords to find if there are user written programs.
Please advise.
