STATA Tutorial: How to conduct Unit Root Test for panel data using STATA

[@mohirturaboyev8564]

I was looking for how to get correct numbers of lags and formally test whether I should include a trend variable. I found schwarz information criterion to get the correct number of lags but I do not know how to do it.

[@agha3779]

Zabardasht" Carry on dear

[@khanhvan5791]

Can I ask that we need to run unit root test for both dependent and independent var?

[@mohirturaboyev8564]

Yes sir, for each variable you need to regress

[@EliaAriana-p8d]

How about the command for Harriz travalist test first difference?

[@shouravbosu5977]

How many differentiation can I do?

[@mohirturaboyev8564]

Up to 3, usually this number of order of integration makes your data completely stationary