BREITUNG: RATS procedure to perform Breitung test for unit roots in panel data

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Implements panel unit root tests from Breitung(2000), "The local power of some unit root tests for panel data", from Baltagi, Fomby, Hill (eds),"Nonstationary Panels, Panel Cointegration, and Dynamic Panels (Advances in Econometrics, Volume 15)", Emerald Group Publishing, pp.161-177

Language: RATS
Requires: RATS 8.10
Keywords: Panel; unit; root; test (search for similar items in EconPapers)
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