Selection of Unit Root Test on the Basis of Time Series Length and Value of AR(1) Parameter by Markéta Arltová, Darina Fedorová

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Choice of Spectral Density Estimator in Ng-Perron Test: A Comparative Analysis by Muhammad Irfan Malik, Atiq-ur-Rehman

“…Ng and Perron (2001) designed a unit root test, which incorporates the properties of DFGLS and Phillips Perron test. Ng and Perron claim that the test performs exceptionally well especially in the presence of a negative moving average. …”
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Integration of prices in major markets of onion and potato in India by NANDINI SAHA, AMIT KAR, GIRISH K JHA, PRAMOD KUMAR, P VENKATESH, RAJEEV R KUMAR

“…In this study to test the stationarity of the price series, Augmented Dickey Fuller test and Phillips-Perron test was used. The outcomes of the study strongly supported the presence of co-integration and interdependence of the selected markets from the result of Johansen cointegration test and Granger causality test revealed the presence of bidirectional relationship among most of the markets but also there exists unidirectional relationship among few markets. …”
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Exploring the Relationship between Crude Oil Prices and Renewable Energy Production: Evidence from the USA by Leonid Sorokin, Svetlana Balashova, Konstantin Gomonov, Ksenia Belyaeva

“…We employ several time-series analysis techniques, including the augmented Dickey-Fuller test and the Phillips-Perron test for unit roots; the long-term relationship is examined using fully modified OLS (FMOLS) and Park’s canonical cointegration regression (CCR). …”
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Causal Relationship between the Stock Market and Exchange Rate in Ukraine by Blahun Ivan I.

“…Assessing the stationarity of the time series of the stock market index and exchange rate with the help of the augmented Dicky–Fuller test and the Phillips–Perron test has allowed to determine that these series are non-stationary. …”
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Regional Stock Market Efficiency at Weak Form after the Covid-19 Vaccination Approval by Awaz Mohamed Saleem, Hazheen Mardan Mustafa, Zeravan Abdulmuhsen Asaad, Amjad Saber Al-Delawi

“…Moreover, the results are reinforced by six non-parametric techniques to test the normality hypothesis such as the Kolmogorov-Smirnov test, Shapiro-Wilk test, Lilliefors test, Cramer-von Mises test, Watson test, Anderson-Darling test, and four non-parametric techniques such as run test, variance ratio test, Phillips-Perron test, and autocorrelation test to check the random walk hypothesis for daily data after the Covid-19 vaccination program over the period from 31 March 2020 to 31 March 2023, the results of all tests indicated that the market index return is non-efficient at the weak form, and concluded that the investors could analyze the Arab Federation of Exchanges’ past stock prices or other historical data as opportunities to predict future stock prices and earn unusual profits; therefore, Policymakers may further improve access to information to prevent investors from having opportunities to predict stock movements to obtain abnormal returns. …”
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Long-Run Nexus of Tourism and Economic Growth in Sri Lanka: Empirical Evidence Using Cointegration Analysis by Kurukulasooriya Nisantha, Lelwala Erandathie

“…The research was performed using the Augmented Dickey-Fuller test, Phillips-Perron test, Engle-Granger cointegration, and Granger causality tests. …”
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Decarbonized Energies and the Wealth of Three European Nations: A Comparative Nexus Study Using Granger and Toda-Yamamoto Approaches by Mihaela Simionescu, Nicolas Schneider, Beata Gavurova

“…A complex methodological framework is employed to consider stationary (Augmented Dickey-Fuller test, Phillips-Perron test, Dickey-Fuller test, Elliott-Rothenberg-Stock test, Kwiatkowski-Phillips-Schmidt-Shin test, Zivot and Andrews test with structural break), cointegration (Johansen and Juselius test of cointegration, Gregory and Hansen cointegration test with breaks based on regime-trend shifts), long-run convergence (Vector Error Correction Model), causality (Granger causality test, Toda-Yamamoto non-causality test, and variance analysis (Impulse Response Functions) Empirical results for the period 1983–2019 fail to support the existence of statistical causality between renewable energy use and economic growth in France and Spain, which is congruent with the “neutral hypothesis”. …”
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GREGORY HANSEN KOENTEGRASYON YÖNTEMİYLE VERGİ-HARCAMA HİPOTEZİ ÜZERİNE AMPİRİK BİR ARAŞTIRMA: TÜRKİYE ÖRNEĞİ (2006-2022) by Mesut FENKLİ, Doğan UYSAL

“…First, the variables of the research were subjected to traditional unit root tests (Augmented Dickey-Fuller test and Phillips-Perron test) and then the Engel-Granger cointegration analysis was performed. …”
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Nonstationary time series forecasting using optimized-EVDHM-ARIMA for COVID-19 by Suraj Singh Nagvanshi, Inderjeet Kaur, Charu Agarwal, Ashish Sharma

“…The model comprises an optimized EigenValue Decomposition of Hankel Matrix (EVDHM) and an optimized AutoRegressive Integrated Moving Average (ARIMA). The Phillips Perron Test (PPT) has been used to determine whether a time series is nonstationary. …”
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تحليل العلاقة بين الموازنة العامة و الميزان التجاري باستخدام أسلوب التكامل المشترك والعلاقة السببية " دراسة تطبيقية على الاقتصاد السوري خلال الفترة 1990-2009 "... by فريد الجاعوني, أحمد العلي, علاء عبدالله الذيب

“…We have analyzed the time series properties of the variables of the study using Augmented Dickey Fuller test and Phillips Perron test to know if study variables were stable with the Continuation of time. …”
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The Asymmetric Effects of Economic Policy Uncertainty and Oil Price on Carbon Dioxide Emissions in Iran by Narges Sanjari Konarsandal, Behnam Elyaspour, Roohollah Babaki

“…Results and Discussion: First, the stationarity of the variables was checked using the Phillips–Perron test. The results of the unit root test show that all the variables are I(1). …”
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Box-Jenkins Modeling of Greek Stock Prices Data by Chaido Dritsaki

“…The Augmented Dickey- Fuller tests and Phillips-Perron tests confirm the existence of unit root on levels of stock prices. …”
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Box-Jenkins Modeling of Greek Stock Prices Data by Chaido Dritsaki

“…The Augmented Dickey- Fuller tests and Phillips-Perron tests confirm the existence of unit root on levels of stock prices. …”
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Box-Jenkins Modeling of Greek Stock Prices Data by Chaido Dritsaki

“…The Augmented Dickey- Fuller tests and Phillips-Perron tests confirm the existence of unit root on levels of stock prices. …”
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Box-Jenkins Modeling of Greek Stock Prices Data by Chaido Dritsaki

“…The Augmented Dickey- Fuller tests and Phillips-Perron tests confirm the existence of unit root on levels of stock prices. …”
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Capital and consumption led growth: case study in Malaysia, Singapore, Japan and Zimbabwe / Mohd Azlan Abdul Majid, Mariam Setapa and Noorita Mohammad by Abdul Majid, Mohd Azlan, Setapa, Mariam, Mohammad, Noorita

“…Augmented Dickey-Fuller Method (ADF), ii. Phillip-Perron Test (PP) and iii. Kwiatkowski-Phillip-Schmidt-Shin, Johnson Cointegration Test (JCT), followed by Vector Error Correction Model (UECM) and lastly by using Granger Causality Test (GCT). …”
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Macroeconomic Determinants of Economic Growth in South Africa (1994-2016): Cointegration Approach by Baloi Elizabeth, Albert Mbulaheni Dagume

“…The results of the unit root test using the Augmented Dickey Fuller and Phillips Perron tests showed that all the variables have a unit root in levels and became stationary after first differencing. …”
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Effect of Unemployment and Inflation on Economic Growth in South Africa by Dimakatso Sekwati, Mbulaheni Albert Dagume

“…The results of the unit root test using the Augmented Dickey Fuller and Phillips Perron tests showed that all the variables have a unit root in levels and became stationary after first differencing. …”
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Macroeconomic variables and Malaysia house price by Aisyah Binti Zulkifli, Mori Kogid, Saizal Pinjaman, James M. Alin

“…The results from the Augmented Dickey-Fuller and Phillips-Perron tests of stationarity indicated that all the variables were non-stationary at the level, I(0) but stationary at the first difference, I(1). …”
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