Hi,
I am trying to test panel unit root for my unbalanced panel with time gaps using Eviews. I got confused as STATA user manual said only Fisher-type test possible, whereas, Eviews returns results for all the test:
1. Levin-Lin-Chu : According to STATA, needs strong balanced panel
2. Breitung test: According to STATA, panels be strongly balanced
3. Im-Pesaran-Shin test: According to STATA, does not require strongly balanced data, but there can be no gaps in each individual time series.
4. Fisher-type tests: Possible with unbalanced and time gaps
My question is if STATA manual is true, why Eviews returns output?
Your response will be highly appreciated.
Regards,
Rashel
Panel Unit Root Test (Balanced or Unbalanced)
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