Bruno Thiago Tomio schrieb: > Hello, > > It's really lacking some tests when you estimate a panel model. Could it > be added some panel unit root tests, for example, please? >
In principle you're right, but I guess it's a barrel without bottom (old German proverb). What test in particular would you be interested in? BTW the earlier panel unit root tests have ridiculously strong independence assumptions IMHO. Also this may be a good case for contributed function packages (I'm not 100% sure if it's really that convenient for panel data, though.) cheers, sven
