Xtfisher vs xtunitroot fisher

[Afonso Rodrigues]

Hello

Can someone tell me the difference between these two Unit Root Tests (xtfisher and xtunit root fisher), or, at least, can someone confirm me that xtfisher is a second generation URT?

[Scott Merryman]

xtfisher is user written command created in 2004. xtunitroot was introduced by Stata in version 11, 2009. No, it does not account cross-sectional dependence.