Bai and Carrion-i-Silvestere (2009) Panel unit root test

[Ozymandias]

Dear all,

Just wondering if there is a RATS procedure to conduct the panel unit root test proposed by Bai and Carrio-i-Silvestere (2009) in the following paper:

Bai, J., & Carrion-i-silvestre, J. L. (2009). Structural changes, common stochastic trends, and unit roots in panel data. Review of Economic Studies, 76(2), 471–501. doi:10.1111/j.1467-937X.2008.00530.x

A working paper version of this paper can be found here:

http://www.columbia.edu/~jb3064/papers/ ... l_data.pdf