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xtunitroot — Panel-data unit-root tests

xtunitroot — Panel-data unit-root tests

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impact of cross-sectional dependence. lags(lag spec) specifies the lag structure to use for the ADF regressions performed in computing the test statistic. Specifying lags(#) requests that # lags of the series be used in the ADF regressions. The default is lags(1).

  Cross, Data, Unit, Panels, Root, Regression, Dependence, Sectional, Xtunitroot panel data unit root, Xtunitroot, Sectional dependence

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