Why STATA software does not have modern unit root test for time series?

[Alsulami Safwan]

Dear STATAlist community,

I am wondering why stata software does not have modern unit root test for time series. It only can implement ADF, PP, or GSL-DF. Does anyone know if there are modern unit root tests for papers that were published after 2000?


Best,

[Sebastian Kripfganz]

Without knowing which "modern" unit-root test you are referring to, it is hard to provide an answer.

[Alsulami Safwan]

Without knowing which "modern" unit-root test you are referring to, it is hard to provide an answer.

What I mean is that when I conduct Time-Series analysis, I use the ADF, PP, AD-GLS. So, When I submit my paper to any journal, they always ask me to use different (Modern) unit root tests!