Panel unit root test using averages of cross-sectionally augmented Sargan-Bhargava statistics (CSB)

[pankaj swain]

It would indeed be helpful to know if there is a package in Stata that implements the CSB unit root test described in the following paper.

Pesaran, M. H., Smith, L. V., & Yamagata, T. (2013) Panel unit root tests in the presence of a multifactor error structure. Journal of Econometrics, 175(2), 94-115.

Thanks and regards
pankaj