Hello:

I attempt to do levinlin panel unit root test for testing price convergence for five countries. I have two problems:
1. I have unbalanced panel data.
2. I need to include country fixed effects.

If I understand and do correctly, stata levinlin command doesn't work for both issues above. Is there any suggestions for levinlin test for unbalanced panel data and including country fixed effects?

Thanks,
Aysegul Timur