This implements the tests from Harris and Tzavalis(1999), "Inference for unit roots in dynamic panels where the time dimension is fixed", Journal of Econometrics, vol 91, pp 201–226. This uses large N, fixed T asymptotics, correcting the unit root tests for sample sample bias.
@HTUnit( options ) series start end
DET=NONE/[CONSTANT]/TREND Individual-specific deterministic components to remove
SMPL=series with zeros in entries to be skipped [not used]
TITLE=title for output ["Harris-Tzavalis Test: Series ..."]