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I realize that dfgls does not save anything to the ereturn list, only to
r().  I thought I was getting around this by using the eststo command to
save the dfgls results to a file and then specify that file in the outreg2
command, like so:

eststo: dfgls lnHH, maxlag(30)
outreg2 [est5] using results1.rft, stats(tstat) replace

I get a table that gives me the DF stat for the 1st lag, but I need to show
all the lags.  The normal outreg2 specifications don't seem to work, since
dfgls is not a normal regression (there is no way to specify giving me
more lags).

Basically, all I want is a standard output table for my unit root tests,
showing DF stats and the significance levels for each lag.  Should I not be
using outreg2 for this? Is there an easier program? (I tried with estout
but it does not recognize the stored file at all so I can't use that)

Thanks for any help,

Alex
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