Camilla
As far as I am aware, the panel unit root tests available in stata require a balanced panel. What I am referring to here are:
ipshin
levinlin
madfuller
hadrilm
There may be some other tests that I am not aware of, and that some other users might point you to, but I bumped into this problem as well before and asked a similar question to yours.
Dev
Dev Vencappa
School of Economics
University of Nottingham
University Park
Nottingham
NG7 2RD
U.K.
Tel : +44 (0)115 951 5608
Fax: +44 (0) 115 951 4159
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
