Second Generation Unit Root Tests using Stata

Second Generation Unit Root Tests is here. You can learn to find the relevant Stata codes, download and install it. Then, we learn how to run the codes from the help files and what kind of data we need to get the code working. The tutorial also explains the related approaches. Providing private online courses in Econometrics Research using Stata, Eviews, R and Minitab. These short tutorials are part of the lessons which we edit to silence and share with our audience for free. The original videos containd discussions and questions answers between students and instructors of the course in Econometrics and Stata or Eviews. Enroll for a private online course towards your PhD research in Economics or Finance.

[dinobrown]

Sir, you did not make a decision when you used the "multipurt" command. How do you make a decision considering the fact that for every variable you have the following options: with and without trend under both the first and second generation tests? Some variables are stationary Maddala Wu test but non-stationary under Pessaran test. The inverse applies to some other variables. So which test should be relied on?

[ramshamughal]

Respected Sir, I am working on panel data and for this I have two equations. I equation 1 I first checked cross sectional independence and then applied the unit root tests regarding to it. But, in equation 2 I have no cross sectional independence and I not able to find commands for the unit root tests (except pesaran test) for this type of equation. Kindly, guide me in this Topic. Thank you in anticipation.

[ahanaahana]

sir please tell how to download the data from authors website? please mention the link

[shazanazir]

how to slove expression is too long error on stata??