Search found 1 match
- Sun Aug 07, 2011 9:05 am
- Forum: Econometric Discussions
- Topic: validity of IPS test under unbalanced panel
- Replies: 0
- Views: 1711
validity of IPS test under unbalanced panel
Hi all, I was wondering about the interpretability/validity of the Im Pesaran Shin panel unit root test in case of an unbalanced panel. Now literature says the test only consideres balanced panels, and for unbalanced panels the Fischer type (ADF) tests should be used as proposed by Maddala and Wu. H...