panel unit root tests different results Eviews 7.1 / Ev 5.1

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rdellanno
Posts: 2
Joined: Fri May 21, 2010 3:05 am

panel unit root tests different results Eviews 7.1 / Ev 5.1

Postby rdellanno » Fri May 21, 2010 3:35 am

I ran panel unit root tests for an unbalanced panel using Eviews 5.1 and re-ran them today using Eviews 7.1.

There are huge differences in the results. I see that the all the tests include a different number of observations.
It is a bug in Eviews 7 (or 5)? Is there a different method to include observations?
Thanks

EViews Glenn
EViews Developer
Posts: 2620
Joined: Wed Oct 15, 2008 9:17 am

Re: panel unit root tests different results Eviews 7.1 / Ev 5.1

Postby EViews Glenn » Fri May 21, 2010 2:06 pm

I recall that there we some changes to the sample handling for unbalanced unit roots some time back. I'd have to look back at the logs to see when they were introduced. To the best of my knowledge, the 7 handling of samples should be superior.


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