Hi,
I was wondering how we can run the command for the Pesaran's panel unit root test based on cross-sectional dependence.I downloaded the command "xtcips" from google but unfortunately,it doesn't run on my STATA.I am not sure why this is happening.I have STATA 12 version with me.CAn you please help me out?
I was wondering how we can run the command for the Pesaran's panel unit root test based on cross-sectional dependence.I downloaded the command "xtcips" from google but unfortunately,it doesn't run on my STATA.I am not sure why this is happening.I have STATA 12 version with me.CAn you please help me out?