I have panel data model,, N=42 T=11, i need the differents commands of the 2nd unit root tests to stata?
Thanks
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
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
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