I have a confusion. I had considered data in context of a particular nation in a paper and a reviewer suggested me to go for second generation unit root test instead of first generation unit root test like ADF. The reviewer suggested me to do a cross section test to see whether first generation test is sufficient or second generation is better option. But my data is not cross sectional since I am trying to evaluate data of one nation, not panel data. Second generation unit root test includes DF-GLS test. But I could not understand how to perform cross section test before unit root test to see whether second generation unit root test is necessary or not?