The Pesaran (2006) CIPS panel unit root/stationarity test (pescadf) was coded by Piotr Lewandowski.

* Simon Reese has coded the Bai and Ng (2004) PANIC PURT along with his own Westerlund and Reese (2016) PANICCA PURT, which can be downloaded as command xtpanicca from here. All enquiries (and praise) please directly to Simon at USC Dornsife.

* Burdisso and Sangiacomo have written the xtcips command and discuss it in a recent Stata Journal article. This can be downloaded from within Stata by typing 'ssc install xtcips'

https://sites.google.com/site/medevecon/code

All of these are used to test panel unit root tests too.

The asked command is applicable in guass software and therefore not be available for stata software.

I think you can use the dickey-fuller unit-root test for unit root and Engle-Granger Augmented Dickey-Fuller test for cointegration .

Hi all

I really thank you so much for your valuable inputs and suggedtions