/* dfgls2 VERSION 1.0.0 21dec2002 */ VERSION 8.0 INCLUDE _std_large INCLUDE _ht220 INCLUDE header HELP hlp1, view("help dfgls") RESET res1 DIALOG main, label("dfgls2 - Perform DF-GLS test for a unit root in panel data") /* */ tabtitle("Main") BEGIN /*--+----1----+----2----+----3----+----4----+----5----+----6----+----7----+---*/ DEFINE _x _xsetbu DEFINE _y _top INCLUDE _bu_tsset TEXT tx_var _lft _ss _iwd ., /* */ label("Variable:") VARNAME vn_var _lft _ss _vnwd ., /* */ allowts /* */ label("Variable") GROUPBOX gb_opt _lft _ls _iwd _ht10, /* */ label("Options:") CHECKBOX ck_maxlag _ilft _ls _ckwd ., /* */ label("") /* */ clickon("gaction main.sp_maxlag.enable") /* */ clickoff("gaction main.sp_maxlag.disable") SPINNER sp_maxlag _cksep @ _spwd ., /* */ label("Highest lag order for Dickey-Fuller GLS regressions")/* */ min(1) /* */ default(4) /* */ max(c(N)) /* */ option(maxlag) TEXT tx_maxlag _spsep @ _cksprb ., /* */ label("Highest lag order for Dickey-Fuller GLS regressions") CHECKBOX ck_notrend _ilft _ls _ibwd ., /* */ label("Series is stationary around a mean instead of around a linear time trend") /* */ option(notrend) CHECKBOX ck_ers _ilft _ms _ibwd ., /* */ label("Present interpolated critical values from Elliot, Rothenberg and Stock (1996).")/* */ option(ers) TEXT tx_ers1 _indent2 _vss _inwd ., /* */ label("By default, interpolated critical values from Cheung and Kim (1995) are given.") END INCLUDE ifin PROGRAM command BEGIN put "dfgls2 " varlist main.vn_var INCLUDE _ifin_pr beginoptions optionarg main.sp_maxlag option main.ck_notrend option main.ck_ers endoptions END