EViews provides convenient tools for computing grouped series (panel) unit root tests both under the assumption of variable independence and allowing for variable dependence.

EViews computes five different independent unit root tests: Levin, Lin and Chu (2002), Breitung (2000), Im, Pesaran and Shin (2003), Fisher-type tests using ADF and PP tests (Maddala and Wu (1999) and Choi (2001)), and Hadri (2000).

EViews currently supports two important dependent tests: Bai and Ng’s (2004) Panel Analysis of Nonstationarity in Idiosyncratic and Common Components (PANIC), and Pesaran’s (2007) Cross-sectionally Augmented IPS (CIPS).

These tests are described in detail in “Cross-sectionally Independent Panel Unit Root Testing” and “Cross-sectionally Dependent Panel Unit Root Tests”.