LEVINLIN—Unit Root Test for Panel Data

Use this forum to post complete RATS "procedures". Please be sure to include instructions on using the procedure and detailed references where applicable.
Post Reply
TomDoan
Posts: 7825
Joined: Wed Nov 01, 2006 4:36 pm

LEVINLIN—Unit Root Test for Panel Data

Unread post by TomDoan »

@LevinLin implements tests for unit roots in panel data from Levin, Lin and Chu(2002), "Unit root tests in panel data: Asymptotic and finite-sample properties", Journal of Econometrics, vol 108, no 1, 1–24.

Detailed description


Last bumped by TomDoan on Tue Aug 21, 2018 4:44 pm.
Top
Post Reply

Return to “RATS Procedures”