LEVINLIN: RATS procedure to perform Levin-Lin-Chu test for unit roots in panel data

Tom Doan ()
Additional contact information
Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Implements tests from Levin, Lin and Chu(2002), "Unit root tests in panel data: Asymptotic and finite-sample properties", Journal of Econometrics, vol 108, no 1, 1–24.

Language: RATS
Requires: RATS 7.30
Keywords: Panel; unit; root; test (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.estima.com/procs_perl/levinlin.src (text/plain)

Related works:
Journal Article: Unit root tests in panel data: asymptotic and finite-sample properties (2002)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rts00242

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().