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?