HTUNIT: RATS procedure to implement Harris-Tzavalis unit root test for panel data

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Implementation of Harris-Tzavalis test for unit roots in panel data. This has a null of a unit root, with asymptotics assuming large N, fixed T. Harris and Tzavalis(1999), "Inference for unit roots in dynamic panels where the time dimension is fixed". Journal of Econometrics, vol 91, pp 201–226.

Language: RATS
Requires: RATS 7.30
Keywords: Unit; root; tests; for; panel; data (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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https://www.estima.com/procs_perl/htunit.src (text/plain)

Related works:
Journal Article: Inference for unit roots in dynamic panels where the time dimension is fixed (1999)
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