Panel unit root test - SAS Support Communities

Calcite | Level 5

Calcite | Level 5

Panel unit root test

Posted 10-20-2017 07:55 PM (880 views)

Hi,

How can we perform a panel unit root test in SAS? I have read some papers but couldn't figure out.

Cheers,

Amalik

1 REPLY 1

Super User

Super User

Re: Panel unit root test

Posted 10-20-2017 08:07 PM (872 views) | In reply to Amalik

Within PROC PANEL, under the MODEL statement you can specify your test options.

http://documentation.sas.com/?docsetId=etsug&docsetTarget=etsug_panel_syntax12.htm&docsetVersion=14....