xtunitroot llc y
If you meant something else by "exclusive" (e.g., exclusive as in "only one observation per panel", or an error message about "panel data exclusive"), please clarify and I’ll adjust the answer.
// Two-way FE (unit + time) manually xtreg y x1 x2 i.year, fe
The p-value flashed on the screen: .Significant. The Random Effects model was inconsistent. The ghosts of the unobserved variables were too strong to be ignored. Fixed Effects was the only way forward. The Final Hurricane: Robustness
xtunitroot llc y
If you meant something else by "exclusive" (e.g., exclusive as in "only one observation per panel", or an error message about "panel data exclusive"), please clarify and I’ll adjust the answer.
// Two-way FE (unit + time) manually xtreg y x1 x2 i.year, fe
The p-value flashed on the screen: .Significant. The Random Effects model was inconsistent. The ghosts of the unobserved variables were too strong to be ignored. Fixed Effects was the only way forward. The Final Hurricane: Robustness