Purchasing power parity (PPP) between Iran and ASEAN-5 member countries: An application of panel unit root tests by Abbas, Amini-fard, Seyed Komail, Tayebi

“…In this paper, we examined the long-run purchasing power parity (PPP) for the five major ASEAN countries, ASEAN-5 (Malaysia, Indonesia, the Philippines, Singapore and Thailand) and the currency relationship, based on the PPP theory, between ASEAN-5 (as the East Asian side) and Iran (as the West Asian side) by using panel data methods to test for unit roots for period 1975-2005. We thus used five panel unit roots tests: Levin, Lin and Chu (2002), Breitung (2000), IM, Pesaran and Shin (2003), Maddala and Wu (1999), Choi (2001) and Hadri (1999). …”
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Weak form market efficiency: A case study of Asia-Pacific markets by Phanrattinon, Nattawut, Lenbury, Yongwimon, Misiran, Masnita, Phewchean, Nattakorn

“…The tools applied in the test of this form of market efficiency are serial correlation test, runs test and unit root test. The analysis is performed by using logarithm return for the period of 2008 to 2018. …”
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An empirical analysis of exports between Malaysia and TPP member countries: Evidence from a Panel Cointegration (FMOLS) model by Zainal Abidin, Irwan Shah, Abu Bakar, Nor'Aznin, Haseeb, Muhammad

“…Furthermore, Results of FMOLS confirms that out of all the variables included in the model, GDP, TRGDP and ER have significant effect on the exports. ECM panel unit root test were applied to confirm the stability of FMOLS. …”
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Carbon dioxide emission, energy consumption, economic growth, population, poverty and forest area: evidence from panel data analysis by Islam, Rabiul, Abdul Ghani, Ahmad Bashawir, Mahyudin, Emil

“…There were several tests that had conducted which involved Panel unit root test, cointegration test, Granger causality test. …”
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Determinants of fertility in Malaysia and selected ASEAN countries: The panel ARDL approach by Abu Bakar, Nor'Aznin, Abdullah, Norehan, Abdullah, Hussin

“…The results of the panel unit root tests show that all variables are non-stationary at level. …”
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An empirical analysis of sustainability of trade deficit: Evidence from Sri Lanka by Perera, Nelson, Verma, Reetu

“…In this paper, the long-run relationship between Sri Lanka exports and imports during the period 1950 to 2006 is examined using unit root tests and co-integration techniques that allow for an endogenously determined structural break. …”
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Relationship between securitisation and residential mortgage market yields in Malaysia: a cointegration approach by Harun, Mukaramah, Othman, Yusuf

“…The cointegration and error-correction framework was applied to quarterly data from the third quarter of 1988 to the first quarter of 2003. Unit root tests revealed that each variable is non-stationary in levels at the 5 percent level of significance. …”
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The relationship between government revenue and expenditure in Malaysia by Wong, Hock Tsen, Lim, Kian Ping

“…The results of the Dickey and Fuller (1979) and Phillips and Perron (1988) unit root test statistics show that government revenue and expenditure are integrated of order one. …”
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Exchange Rate Determinants: Is Crude Palm Oil Price One of Them in Malaysia and Indonesia? by Azman Aziz, Mukhriz Izraf, Applanaidu, Shri Dewi

“…This paper studies the relationship between palm oil prices, Malaysia Ringgit and Indonesia Rupiah exchange rates using Dynamic OLS method. The paper employs unit root with structural break tests and Pesaran (2001) bound cointegration technique based on real monthly prices ranging 6om January 1983 to May 2015. …”
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The contribution of economic sectors to economic growth: The cases of Malaysia and China by Hussin, Fauzi

“…Malaysia and China have recently achieved spectacular economic growth where GDP percapita growth rapidly in both countries.Thus, this study examines the contribution of economic sectors to economic growth in Malaysia and China by using time series data from year 1978 until 2007.There are three economic sectors that will be analyzed, which are agricultural sector, manufacturing sector and service sector.Augmented Dickey Fuller (ADF) unit root test is used in this study and it showed that the time series data are stationary at the first differences.Then, correlation analysis indicated that agriculture sector, manufacturing sector and service sector had positive relationship with GDP per capita in Malaysia and China.In addition, results of model multiple regressions showed that services sector generated the highest contribution to Malaysia's economic growth while manufacturing sector provided the biggest contribution to China's econimic growth.…”
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Market Efficiency and Long Run Purchasing Power Parity Disequilibria of the Mexican Peso Under Changing Exchange Rate Regimes by Cabello, Alejandra, Ortiz, Edgar, Johnson, Robert

“…This paper tests if the efficient market version of Purchasing Power Parity (EMPPP) holds for the Mexican case for the 1970-2002 period in an environment of changing exchange rate regimes.Two regression analyses which extend PPP to a dynamic intertemporal model, based on market efficiency, are used, and in addition two unit root tests are applied. In general, the obtained empirical evidence does not support the EMPPP.Results suggest an inefficient market resulting from weak exchange rate policies and weak adoptions of several exchange rate regimes without proper inflation targeting and the application of strong and disciplined macroeconomic policies and structural changes.…”
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Accounting for the contribution of foreign direct investment in population health: A case study of Pakistan by Idrees, Sadia, Abu Bakar, Nor'Aznin

“…This paper examines the impact of foreign direct investment (FDI) on life expectancy and infant mortality rate under-5 using time series data over the period of 1980–2017. We have applied unit root as well as co-integration tests to examine integrating properties of the variables and cointegration among the variables. …”
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Perdagangan luar Malaysia dalam konteks AFTA, NAFTA dan EU: pendekatan model graviti by Sahlan, Rizaudin, Abdullah, Muhammad Ridhuan Bos

“…The results showed that the volume of trade, GNP, and population is stationarity in first differences with the LCC panel unit root test version. The cointegration test showed that the gravity model used was cointegrating, which means there is long-run relationship among the variables. …”
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Flood disaster and GDP growth in Malaysia by Meor Shaari, Mai Syaheera, Abd Karim, Mohd Zaini, Hasan Basri, Bakti

“…This paper seeks to examine the impact of flood disaster on GDP growth in Malaysia for the period of 1960 to 2013 by applying the Autoregressive Distributed Lag (ARDL) bounds testing approach to cointegration and the error correction model (ECM) for short run relationship.ADF, PP and KPSS unit root test examines the stationarity of the series. …”
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Islamic financing towards economic growth: A study on 4 OIC countries by Hafnida, , Maamor, Selamah, Abdullah, Hussin

“…The aim of this study is to examine the relationship between Islamic financing and economic growth of 4 OIC countries by using panel data from 1990 to 2012.This study employed panel unit root test and two stages least square (2SLS) as a method. …”
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Governance and exchange rate in Pakistan: A time series analysis by Ullah, Shafqut, Abrar-ul-haq, Muhammad, Ali, Syed Wahid

“…This analysis is a time series for the time period of 1980 to 2012.After checking unit root, Auto-Regressive Distributed Lag (ARDL) approach to co-integration is applied.Empirical findings are exploring significant impact of governance on exchange rate in the short run (SR) as well as in the long run (LR) in Pakistan.Results suggest that if governance improves it will bring positive change in the economy through the exchange rate. …”
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Effect of tourism on environmental pollution: Further evidence from Malaysia, Singapore and Thailand by Azam, Muhammad, Alam, Md Mahmudul, Hafeez, Muhammad Haroon

“…Some other regressors namely energy consumption and income are also used in the multivariate model.The Zivot–Andrews test is employed to determine unit-root and presence of structural break in the data. …”

Water resources and tourism development in South Asia: an application of dynamic common correlated effect (DCCE) model by Meo, Muhammad Saeed, Sabir, Saeed Ahmad, Arain, Hira, Nazar, Raima

“…The study employs the CIPS unit root test for stationarity of the variables and the CD test for cross-sectional dependence among cross-sectional units. …”
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Islamic Financing Towards Economic Growth: A Study On 4 OIC Countries by Hafnida, Hafnida, Maamor, Selamah, Abdullah, Hussin

“…This study employed panel unit root test and two stages least square (2SLS) as a method. …”
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The random walk behaviour of Malaysian stock market : Evidence from individual stocks by Lim, Kian Ping, Vun, Mathew Kien-Chung, Lee, Hock Ann

“…With a new statistical tool, namely the Brock-Dechert-Scheinkman( BDS) test, it is possible to detect a more complex form of dependencies in series of financial returns that often appear completely random to standard statistical tests, such as serial correlation tests, runs test, variance ratio test and unit root tests. Our econometric results reveal that the market in general as proxied by the KLCI and all the 77 individual stocks do not follow a random walk process. …”
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