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?