URALL: Stata module to unify unit root tests (ADF, PP, ERS, and Zivot-Andrews) into a single, publication-quality table format with standardized output
Imadeddin Almosabbeh ()
Additional contact information
Imadeddin Almosabbeh: Arab East Colleges, Saudi Arabia, Riyadh
Statistical Software Components from Boston College Department of Economics
Abstract:
urall performs unit root tests for a list of variables and displays the results in a single, compact table. The table includes results for Level (Intercept, Intercept+Trend) and First Difference (Intercept, Intercept+Trend).
Language: Stata
Requires: Stata version 11
Keywords: unit root tests; Dickey-Fuller; Phillips-Perron; DFGLS; Zivot-Ansrews (search for similar items in EconPapers)
Date: 2025-12-22
Note: This module should be installed from within Stata by typing "ssc install urall". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations:
Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/u/urall.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/u/urall.sthlp help file (text/plain)
Related works:
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:s459572
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 ().