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
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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
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Statistic z p-value
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rho 0.5518 -50.7588 0.0000
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My question is: how can I get the estimation of the coefficient that weights time?


Thank you in advance.