. nharvey D.rgdppc if country<11, trend

Nyblom-Harvey (2000) statistic for D.rgdppc
Deterministics chosen : constant and trend
H0: 0 common trends among the 10 series in the panel
Critical values for N= 10
10% 0.8371
5% 0.9001
1% 1.0349

Assuming IID RW errors : 4.7648

With nonparametric adjustment
for long-run variance (2 lags) : 10.4426