The 3 linked references in paper Christopher F. Baum (2004) “Stata: The language of choice for time series analysis?” / RePEc:boc:bocoec:598

  1. 80, [3] Baum, Christopher F. 2000. Tests for stationarity of a time series.Stata Technical Bulletin57, sts15.
  2. Baum, Christopher F. 2004. A review of Stata 8.1 and its time series capabilities.International Journal of Forecasting, 20, 151–161. Available as Boston College Economics Working Paper No. 581,
  3. Elliott, G., T. Rothenberg, and J. H. Stock. 1996. Efficient tests for an autoregressive unit root. Econometrica 64, 813-836.