Panel unit root test with bootstrapping
Posted: Wed Sep 16, 2009 6:01 pm
# Description: this program implements the estimation and test of panel unit roots using the methodology proposed by Maddala and Wu (1999). It differs from the available procedure in the software by offering estimates of significance levels obtained from a bootstrap procedure.
# Data type: panel.
The code is available at:
http://sites.google.com/site/jkgeconoen ... ical-works
# Data type: panel.
The code is available at:
http://sites.google.com/site/jkgeconoen ... ical-works