I could not find a package to run panel data unit root tests in R (there's a
STATA module, though - PANELUNIT- and routines for Sarno and Taylor's MADF
test, Levin-Lin-Chu's test, Im-Pesaran-Shin's Test, etc, to do this).
Hence, I am toying with the idea of having a go at writing up one for R, but
would like to know whether anyone is already working on this.
José
Mr José Luis Iparraguirre
Senior Research Economist
Economic Research Institute of Northern Ireland
2 -14 East Bridge Street
Belfast BT1 3NQ
Northern Ireland
United Kingdom
Tel: +44 (0)28 9072 7365
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