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xtfisher command for panel stationarity

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xtfisher command for panel stationarity

wangpan110
Hi, i am running a -xtfisher- command to test the panel stationarity, but when i use the -if- option (e.g xtfisher Y if i==1), does that mean i turn the panel stationarity test into time series unit root test for a specific seriese (i==1 in this case)? If it does, what is difference from traditional unit root test like -dfuller- or -dfgls-? best wishes Pan
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Re: xtfisher command for panel stationarity

Scott Merryman
Yes,  -xtfisher- (a user written command) or -xtunitroot fisher- call
on -dfuller-  These test combine information from individual unit root
tests.

Scott


On Sun, Sep 19, 2010 at 9:27 AM, wangpan110 <[hidden email]> wrote:
> Hi, i am running a -xtfisher- command to test the panel stationarity, but
> when i use the -if- option (e.g xtfisher Y if i==1), does that mean i turn
> the panel stationarity test into time series unit root test for a specific
> seriese (i==1 in this case)? If it does, what is difference from traditional
> unit root test like -dfuller- or -dfgls-?
>
> best wishes
>
> Pan
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Re: xtfisher command for panel stationarity

wangpan110
Hi Scott, thank you very much

Pan
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