Hello,
We have estout/esttab, outreg2 commands to exports regression output.
Is it possible to export unit root test (Harris–Tzavalis test) results using these packages?
If yes, what is the code? I have a panel dataset and I'm testing the Harris–Tzavalis test.


Code:


xtset id Daily2
tsset id Daily2
xtunitroot ht Return if event_window==1
esttab using example1.csv, replace

which gives me the following result in STATA:
__________________________________________________ ____________________________
Harris-Tzavalis unit-root test for Return
-----------------------------------------
Ho: Panels contain unit roots Number of panels = 214
Ha: Panels are stationary Number of periods = 85
AR parameter: Common
Asymptotics: N -> Infinity Panel means: Included
T Fixed Time trend: Not included
------------------------------------------------------------------------------
Statistic z p-value
------------------------------------------------------------------------------
rho -0.0010 -3.8e+02 0.0000
------------------------------------------------------------------------------

Thanking you in advance.