Displaying 1 result from an estimated 1 matches for "corunitroot".
2006 Jan 06
2
panel data unit root tests
When finally got some time to do some coding, I started and stopped right
after. The stationary test is a good starting point because it demonstrates
how we should be able to move the very basic R matrices. I have a real-
world small N data set with
rows:
id(n=1)---t1---variable1
...
id=(N=20)---T=21---variable1
Thus, a good test case. For first id I was considering something like this:
lag