Hi again,
I was trying to run a unit root test on my unbalanced panel data and I received this error. From my knowledge, the Fisher tests should work on unbalanced panel data? I am unsure what is happening. I have also tried other variables and same result.
xtunitroot fisher roe, dfuller lags(0)
performing unit-root test on first panel using the syntax
dfuller roe, lags(0)
returned error code 2000
r(2000);
xtunitroot fisher roe, pperron lags(0)
performing unit-root test on first panel using the syntax
pperron roe, lags(0)
returned error code 2000
r(2000);
Thanks!
I was trying to run a unit root test on my unbalanced panel data and I received this error. From my knowledge, the Fisher tests should work on unbalanced panel data? I am unsure what is happening. I have also tried other variables and same result.
xtunitroot fisher roe, dfuller lags(0)
performing unit-root test on first panel using the syntax
dfuller roe, lags(0)
returned error code 2000
r(2000);
xtunitroot fisher roe, pperron lags(0)
performing unit-root test on first panel using the syntax
pperron roe, lags(0)
returned error code 2000
r(2000);
Thanks!