Hi everyone,
I'm trying to perform a Fisher-type test based on augmented Dickey-Fuller tests with 0 lags on several variables stored in a macro variable: local vars LCO2 LP LGDP LR LN LIND LS LU LPD LGDP2 LU2 LEI.
The problem is that when I run the following loop, Stata doesn't display any results:
foreach var of local vars {
xtunitroot fisher `var', dfuller lags(0)
}
Do you have any suggestions?
Thanks
I'm trying to perform a Fisher-type test based on augmented Dickey-Fuller tests with 0 lags on several variables stored in a macro variable: local vars LCO2 LP LGDP LR LN LIND LS LU LPD LGDP2 LU2 LEI.
The problem is that when I run the following loop, Stata doesn't display any results:
foreach var of local vars {
xtunitroot fisher `var', dfuller lags(0)
}
Do you have any suggestions?
Thanks
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