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  • Time trend in xtunitroot ht test

    Hi everyone,
    I run the Harris-Tzavalis unit-root test with time trend as follows:


    xtunitroot ht index7, trend demean

    Harris-Tzavalis unit-root test for index7
    -----------------------------------------
    Ho: Panels contain unit roots Number of panels = 3315
    Ha: Panels are stationary Number of periods = 24

    AR parameter: Common Asymptotics: N -> Infinity
    Panel means: Included T Fixed
    Time trend: Included Cross-sectional means removed
    ------------------------------------------------------------------------------
    Statistic z p-value
    ------------------------------------------------------------------------------
    rho 0.5518 -50.7588 0.0000
    ------------------------------------------------------------------------------

    My question is: how can I get the estimation of the coefficient that weights time?


    Thank you in advance.
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