The 2 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,