search for: unitrootsims

Displaying 1 result from an estimated 1 matches for "unitrootsims".

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