Unit Roots and Structural Breaks by Pierre Perron

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Testing for Unit Roots with Cointegrated Data by W. Robert Reed

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A Survey of Spatial Unit Roots by Badi H. Baltagi, Junjie Shu

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Unit root modeling for trending stock market series by Afees A. Salisu, Umar B. Ndako, Tirimisiyu F. Oloko, Lateef O. Akanni

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Structural Breaks and Unit Roots in Indian Macroeconomic Variables by K.G. SURESH, C.S. SHYLAJAN

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Testing for seasonal unit roots in Brazilian monetary series by Antonio Aguirre

“…The test procedures proposed by Beaulieu and Miron (1993) are applied to determine the presence of unit roots at the zero frequency as well as the seasonal frequencies. …”
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Missing Values in Panel Data Unit Root Tests by Yiannis Karavias, Elias Tzavalis, Haotian Zhang

Subjects: “…panel unit root tests…”
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Impact of Model Specification Decisions on Unit Root Tests by Atiq-ur-Rehman

“…Performance of unit root tests depends on several specification decisions prior to their application, e.g., whether or not to include a deterministic trend. …”
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Cointegration and Unit Root Tests: A Fully Bayesian Approach by Marcio A. Diniz, Carlos A. B. Pereira, Julio M. Stern

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A note on unit root testing in the presence of level shifts by Giuseppe Cavaliere, Iliyan Georgiev

“…In this note we discuss the properties of Augmented-Dickey-Fuller [ADF] unit root tests for autoregressive processes with a unit or near-unit root in the presence of multiple level shifts of large size. …”
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Jackknife Bias Reduction in the Presence of a Near-Unit Root by Marcus J. Chambers, Maria Kyriacou

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exuber: Recursive Right-Tailed Unit Root Testing with R by Kostas Vasilopoulos, Efthymios Pavlidis, Enrique Martínez-García

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Analysing Unit Root Properties of Macro-Economic Variables for Turkey by Erkan Kara, Fatih Azman, Oğuzhan Kodalak

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bootUR: An R Package for Bootstrap Unit Root Tests by Stephan Smeekes, Ines Wilms

“…Unit root tests form an essential part of any time series analysis. …”
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Smooth Break Detection and De-Trending in Unit Root Testing by Furkan Emirmahmutoglu, Tolga Omay, Syed Jawad Hussain Shahzad, Safwan Mohd Nor

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TOURISM DEMAND FOR BALI-THE HEGY APPROACH FOR SEASONAL UNIT ROOT TEST by Ida Bagus Made Wiyasha

“…Wald test results showed that all arrivals, USA, UK, and Japan contained a unit root for their quarterly data.…”
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Structural break unit-root: an empirical study of Malaysian equity markets by Chin, Wen Cheong, Zaidi Isa

“…This research investigated the unit-root tests using nonparametric sequences-reversals (S-R), Phillip-Perron (PP) tests and parametric Augmented Dickey-Fuller (ADF) test for the Malaysian equity indices. …”
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A unit root test based on the modified least squares estimator by Wararit Panichkitkosolkul

“…A unit root test based on the modified least squares (MLS) estimator for first-order autoregressive process is proposed and compared with unit root tests based on the ordinary least squares (OLS), the weighted symmetric (WS) and the modified weighted symmetric (MWS) estimators. …”
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Inflation Convergence in BRICS Countries: A Comprehensive Unit Root Test Analysis by Muhammed Tıraşoğlu, İpek Melahat Yurttagüler

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Unit Root Volatility Due to Covid-19 Epidemic in the Crude Oil Market by mojtaba rostami, Alireza Najjarpour

Subjects: “…unit root…”
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