Extremely high w-stat for Im-Pesaran-Shin unit root test
Posted: Thu Jun 26, 2014 2:36 pm
Hi,
I ran the Im-Pesaran-Shin individual unit root test for my (panel) variables.
I get insanely large W-stats for all of them, for example -248,579,613,373,436 (p-values are all 0, "of course")
Is this reason for concern?
I ran the Im-Pesaran-Shin individual unit root test for my (panel) variables.
I get insanely large W-stats for all of them, for example -248,579,613,373,436 (p-values are all 0, "of course")
Is this reason for concern?