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, http://fmwww.bc.edu/ec-p/wp380.pdf. [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, http://fmwww.bc.edu/ec-p/wp581.pdf.
  3. Elliott, G., T. Rothenberg, and J. H. Stock. 1996. Efficient tests for an autoregressive unit root. Econometrica 64, 813-836.