Panel unit root test with bootstrapping

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j.galimberti
Posts: 23
Joined: Fri Feb 06, 2009 2:53 am

Panel unit root test with bootstrapping

Postby j.galimberti » Wed Sep 16, 2009 6:01 pm

# Description: this program implements the estimation and test of panel unit roots using the methodology proposed by Maddala and Wu (1999). It differs from the available procedure in the software by offering estimates of significance levels obtained from a bootstrap procedure.
# Data type: panel.

The code is available at:
http://sites.google.com/site/jkgeconoen ... ical-works
Galimberti, J. K.
MSc in Economics at Federal University of Santa Catarina (Brazil)
Going to PhD in Economics at University of Manchester (UK)
Website: http://sites.google.com/site/jkgeconoeng/

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