Levin, Lin, Chu t* test of Panel stationarity
Posted: Tue Mar 17, 2026 8:40 am
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