. xtunitroot fisher tobinq, dfuller lags(0)
(1486 missing values generated)
could not compute test for panel 338
could not compute test for panel 347
could not compute test for panel 351
could not compute test for panel 352
could not compute test for panel 1150
could not compute test for panel 1151
could not compute test for panel 1152
Fisher-type unit-root test for tobinq
Based on augmented Dickey-Fuller tests
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Ho: All panels contain unit roots Number of panels = 1152
Ha: At least one panel is stationary Avg. number of periods = 7.31
AR parameter: Panel-specific Asymptotics: T -> Infinity
Panel means: Included
Time trend: Not included
Drift term: Not included ADF regressions: 0 lags
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Statistic p-value
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Inverse chi-squared(2290) P 2865.1266 0.0000
Inverse normal Z 7.4223 1.0000
Inverse logit t(5579) L* 4.4319 1.0000
Modified inv. chi-squared Pm 8.4983 0.0000
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P statistic requires number of panels to be finite.
Other statistics are suitable for finite or infinite number of panels.
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