Dear Community,
For my master thesis I want to test wether the error term of my model is stationary or not, in order to verify if the regression is spurious.
I am using unbalanced panel data, so based on what I read there are two possibile tests: xtunitroot lps and xtunitroot fisher.
However, when I try the lps test, I get an error saying ''insufficient observations'' and when I run the fisher test it takes ages for my computer to compute the test statistic.
I believe that stata computes the test for every panel (11000 in my case).
Do you know a way to solve these issues?
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