进行面板单位根检验时,一阶差分后有缺失值,再进行单位根检验出错,请问应该如何利用一阶差分进行面板单位根检验?
. xtset order year
panel variable: order (strongly balanced)
time variable: year, 2005 to 2017
delta: 1 unit
. gen durban=d.urban
(30 missing values generated)
. xtunitroot llc durban,lags(aic 10)
no observations
r(2000);