Panel Cointegration test for cross-section dependence in panel dataset

Dear Stata Members

Can someone help me with the syntax command for panel cointegration test for cross section dependence panel dataset ie panel with common factors. Or steps and procedures to perform panel cointegration test for cross section dependence panel dataset ie panel with common factors. The article below is referred to:

Gengenbach, C., & Palm, F. C. J.# P. Urbain (2006). Cointegration Testing in Panels with Common Factors. Oxford Bulletin of Economics and Statistics,68, 683-719.

Thank you

Regards
Anita