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?

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!

[Nick Cox]

You asked this previously https://www.statalist.org/forums/for...or-time-series but when challenged you didn't specify even one such test that is supposedly not implemented.

There is no point to repeating the same question in a new thread. Please see #1 in https://www.statalist.org/forums/help#adviceextras

and while you're visiting please swing by https://www.statalist.org/forums/help#spelling

search unit root

reveals much community activity in this territory.

[Andrew Musau]

When I submit my paper to any journal, they always ask me to use different (modern) unit root tests!

I agree with the previous responders. Without knowing which tests you are referring to, it is difficult to assist you. If you do not know, ask them what tests they are referring to. Note that KitBaum discusses several alternatives and their implementations in Stata here.