# How to conduct the Lluís Carrion-i-Silvestre et al. (2005) LM Unit Test and the non-linear ADF in Stata?

I am trying to test stationarity for a panel of 15 countries current account (1980–2012) annual data in Stata. I have chosen the LM unit root test by Lluís Carrion-i-Silvestre et al. (2005; to consider structural breaks in the panels), and the non-linear ADF unit root test based on their statistical power.

Trouble is, I am failing to figure out how to conduct these tests in Stata. Can anyone help please with suggestions on how to run the tests in Stata please?

• Please post a complete reference, as well as a reference dataset. – tchakravarty May 8 '14 at 11:12
• @ fg nu, Lluís Carrion-i-Silvestre, J., et al. (2005). "Breaking the panels: An application to the GDP per capita." Econometrics Journal 8(2): 159-175. and Kapetanios, G., et al. (2003). "Testing for a unit root in the nonlinear STAR framework." Journal of Econometrics 112(2): 359-379 – sunga09 May 9 '14 at 0:14

I do not believe these tests are currently available. See help xtunitroot for details about the available Levin-Lin-Chu, Harris-Tzavalis, Breitung, Im-Pesaran-Shin, Fisher-type, and Hadri Lagrange multiplier tests.
A search for Stata-linked user contributions via findit Lluís Carrion-i-Silvestre, findit Carrion, or findit Silvestre returns no results, so unless the test goes by some other name or reference than the first author of this paper, it's unlikely to have been implemented for Stata as a package.