How to run second generation unit root testing on stata

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Chuck A Arize

https://ideas.repec.org/c/boc/bocode/s457239.html

Article MULTIPURT: Stata module to run 1st and 2nd generation panel ...

https://www.statalist.org/forums/forum/general-stata-discussion/general/1438512-second-generation-panel-unit-root-tests

Taha Zaghdoudi

1/ multipurt y x1 x2 , lags(0)

2/ for the first diff if needed u have to diff vars before using multipurt

However, u have N>T and i think running URT is not necessary.

Best