Panel Unit Root Tests

[rehmansargodha]

Hellow

I am working on Panel unit root results.All the variables are stationary except One variable at first difference in One test namely LLC,the rest tests ie IPS,FisherADF and Fischer PP confirms the stationarity on ist difference,only LLC negates.Can i proceed for Panel Cointegeration.

Thanks

Rehman

[rehmansargodha]

Hellow
Can anyone tell why result N/A appears and what are its statistical meanings,Please see results of PP Choi test
Regards

Rehman


Null Hypothesis: Unit root (individual unit root process)
Series: GDP
Date: 01/31/13 Time: 07:11
Sample: 1964 2009
Exogenous variables: Individual effects
Newey-West bandwidth selection using Bartlett kernel
Total (balanced) observations: 180
Cross-sections included: 4

Method Statistic Prob.**
PP - Fisher Chi-square 0.00942 1.0000
PP - Choi Z-stat NA

Test statistic value of 'NA' due to the present of a p-value of
one or zero
** Probabilities for Fisher tests are computed using an
asymptotic Chi-square distribution. All other tests
assume asymptotic normality.

Intermediate Phillips-Perron test results GDP

Cross
section Prob. Bandwidth Obs
1 1.0000 1.0 45
2 1.0000 3.0 45
3 0.9953 2.0 45
4 1.0000 1.0 45