Levin, Lin, Chu t* test of Panel stationarity
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Levin, Lin, Chu t* test of Panel stationarity
what does Automatic lag length selection based on SIC: 0 in Levin, lin, Chu (LLC) panel stationarity imply. There is no lag by SIC? I also don't see the lag length that was supposed to be chosen automatically. Any help would be greatly appreciated. Thanks. BA
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