Financial development and natural resources. Is there a stock market resource curse? by Ali, Adnan, Ramakrishnan, Suresh, Faisal, Faisal

“…This study applied the Fourier ADF unit root test and Fourier GLS in addition to the structural break unit root test for cointegration. …”

Environmental effects of bio-waste recycling on industrial circular economy and eco-sustainability by Sasmoko, Sasmoko, Khalid Zaman, Khalid Zaman, Maida Malik, Maida Malik, Usama Awan, Usama Awan, Wiwik Handayani, Wiwik Handayani, Jabor, Mohd. Khata, Muhammad Asif, Muhammad Asif

“…This study used four primary approaches to determine the links between the examined variables, beginning with the unit root test, which identifies the stationary process of the variables’ underlying processes. …”
Get full text

Non-stationary in extreme share return: World indices application by Marsani, Muhammad Fadhil, Shabri, Ani

“…The Augmented Dickey-Fuller and Kwiatkowski Phillips Schmidt Shin (KPSS) test scanned the unit root and the stationarity, and Mann-Kendall and Spearman's test inspected the trend and correlation in the series. …”
Get full text

A bivariate causality between Brazilian stock prices and foreign exchange rates: evidence from global financial crisis, 2007 by G., Ali, S. M., Ziaei, M. B. A., Anwar

“…Furthermore, data was divided into three sub-periods i.e., pre-crisis, crisis period and post-crisis period Results of unit-root test revealed that data of both markets were found to non-stationer)' and integrated at order one. …”

Financial liberalisation, political stability, and economic determinants of real economic growth in Kenya by Yakubu, Zakaria, Loganathan, Nanthakumar, Mursitama, Tirta Nugraha, Mardani, Abbas, Khan, Syed Abdul Rehman, Hassan, Asan Ali Golam

“…The traditional and quantile unit root test was used in testing the stationarity issue. …”
Get full text

The sustainability of budget deficit and public debt in Malaysian economy: The government intertemporal budget constraint by Hashemi-Nabi, Masoomeh, Zakaria, Zukarnain, Jamil, Rossilah

“…The estimation techniques (Unit root, Multivariate cointegration test, and OLS) were employed to ensure the robustness of the results. …”
Get full text

Stock market resource curse: the moderating role of institutional quality by Ali, Adnan, Ramakrishnan, Suresh, Faisal, Faisal, H. Sulimany, Hamid Ghazi, Bazhair, Ayman Hassan

“…The current study applied panel unit root with structural breaks to the envisaged variable. …”

Electricity consumption and economic activity in Malaysia: co-integration, causality and assessing the forecasting ability of the vector error correction model by Zakaria, Zukarnain, Shamsuddin, Sofian

“…In the analysis, the paper used standard econometric approach, namely the unit root tests, the co-integration tests, and Granger causality tests. …”
Get full text

How terrorism and macroeconomic factors impact on returns: a case study of Karachi Stock Exchange by Bilal, A. R., Abu Talib, N. B., Ul Haq, I., Ali Khan, M. N. A., Islam, T.

“…Various statistical techniques are used include unit root Augmented Dickey Fuller test, Phillip Perron, Johansen's co-integration, Granger's causality test, ARCH, GARCH and GARCH-EVT. …”

Forecasting performance of mixed data sampling (MIDAS) regressions, autoregressive distributed lag (ADL) model and hybrid of GARCH-MIDAS model: a comparative study by Bawa, M. U., Shabri, Anil, Dikko, H. G., Garba, J., Sadiku, S.

“…The data employed for this study was secondary type in nature for all the variables and it is obtained from the publications of Central Bank of Nigerian bulletin, National Bureau of Statistics and World Bank Statistics Database dated, January, 2005 to Dec, 2019. The result of unit root test shows that all variables are stationary at level and after first differences at 5% level of significant. …”
Get full text

Does financial development intensify energy consumption in Saudi Arabia? by Mahalik, M. K., Babu, M. S., Loganathan, N., Shahbaz, M.

“…Both conventional and structural break unit root tests are applied in order to test the stationarity properties of the series. …”

Does financial development intensify energy consumption in Saudi Arabia? by Mahalik, M. K., Babu, M. S., Loganathan, N., Shahbaz, M.

“…Both conventional and structural break unit root tests are applied in order to test the stationarity properties of the series. …”

Investigating the nexus between GDP, oil prices, FDI, and tourism for emerging economy: empirical evidence from the novel fourier ARDL and hidden cointegration by Faisal, Faisal, Rahman, Sami Ur, Chander, Rajnesh, Ali, Adnan, Ramakrishnan, Suresh, Ozatac, Nesrin, Ullah, Mr. Noor, Tursoy, Turgut

“…The integration order is investigated by applying the ADF, PP and Zivot and Andrews unit root tests that identify the integration order in the presence of one endogenous break. …”

Government expenditure, manufacturing growth and CO2 emission: A causality analysis in Malaysia by Abu Samah, Irza Hanie, Abd. Rashid, Intan Maizura, Wan Husain, Wan Ahmad Fauzi, lskandar, Shah, Abdullah, Muhammad Fazlee Sham, Amlus, Mohammad Harith

“…Models such as augmented Dickey-Fuller (ADF) unit root test, Johansen and Juselius (1990) co-integration test, vector error correction model test and Granger causality test were employed, each its own purposes. …”
Get full text