Hi all,
I want to use the xtunitroot command along with bysort. I wanted to check the presence of unit root at each individual cross-sections. I tried using this code - "by CoNames, sort :xtunitrootips x, lags(aic 8)". I am getting this error message - "xtunitroot may not be combined with by". Can anyone tell me how to check the presence of unit root at each individual cross sections in stata. Currently, stata is rejecting the null hypothesis of "All panel contains unit roots" vs the alternative hypothesis of "some panels are stationary". I want to see among all the panels which are stationary and which are not?
Thanks,
Sudatta
I want to use the xtunitroot command along with bysort. I wanted to check the presence of unit root at each individual cross-sections. I tried using this code - "by CoNames, sort :xtunitrootips x, lags(aic 8)". I am getting this error message - "xtunitroot may not be combined with by". Can anyone tell me how to check the presence of unit root at each individual cross sections in stata. Currently, stata is rejecting the null hypothesis of "All panel contains unit roots" vs the alternative hypothesis of "some panels are stationary". I want to see among all the panels which are stationary and which are not?
Thanks,
Sudatta
