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stata自己的命令就可以检验啊
Title
[XT] xtunitroot -- Panel-data unit-root tests
Syntax
Levin-Lin-Chu test
xtunitroot llc varname [if] [in] [, LLC_options]
Harris-Tzavalis test
xtunitroot ht varname [if] [in] [, HT_options]
Breitung test
xtunitroot breitung varname [if] [in] [, Breitung_options]
Im-Pesaran-Shin test
xtunitroot ips varname [if] [in] [, IPS_options]
Fisher-type tests (combining p-values)
xtunitroot fisher varname [if] [in], {dfuller | pperron} lags(#) [Fisher_options]
Hadri Lagrange multiplier stationarity test
xtunitroot hadri varname [if] [in] [, Hadri_options]
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