BASES AND APPLICATIONS

Analysts from our Institute collect, analyse and process large amounts of data in the course of their research. Here we share the results of their work, such as applications, scripts and databases. These materials are available free of charge. When using them, please cite the original source.

PESCADF: Stata module to perform Pesaran’s CADF panel unit root test in presence of cross section dependence
PESCADF runs the t-test for unit roots in heterogenous panels with cross-section dependence, proposed by Pesaran (2003).
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