Dear STATAlist community,
I am wondering why stata software does not have modern unit root test for time series. it only can implement ADF, PP, or GSL-DF. Does anyone know if there is modern unit root tests for papers that published after 2000?
I am wondering why stata software does not have modern unit root test for time series. it only can implement ADF, PP, or GSL-DF. Does anyone know if there is modern unit root tests for papers that published after 2000?
