The local to unity dynamic Tobit model by Bykhovskaya, A, Duffy, J

“…We provide an application of our methods to testing for a unit root in the Swiss franc / euro exchange rate, during a period when this was subject to an occasionally binding lower bound.…”

Do Sectoral Growth Promote CO2 Emissions in Pakistan? Time Series Analysis in Presence of Structural Break by Amjad Ali, Marc Audi, Ismail Senturk, Yannick Roussel

“…This study has examined the impact of sectoral growth on CO2 emissions in the case of Pakistan from 1970 to 2019. ADF and PP unit root tests have been applied to check the stationarity of the data series, whereas the Zivot-Andrew structural break unit root test has been applied to check the existence of structural break. …”
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Do confidence indicators have an impact on macro-financial indicators? An analysis of the financial service and real sector confidence indexes: evidence from Turkey by Esra N Kilci

“…The primary aim of this study is to analyze the impact of financial services and real sector confidence indexes on some macroeconomic and financial indicators such as industrial production, inflation, stock market index, foreign exchange rates and interest rates in Turkey for the period from May 2012 to May 2019. In this study, the unit root properties of these series are tested by using the Narayan and Popp (2010) unit root test with two structural breaks and the Enders and Lee (2012) Fourier ADF unit root test with multiple structural breaks. …”
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The dynamics of crude oil price differentials by Fattouh, B

“…We model crude oil price differentials as a two-regime threshold autoregressive (TAR) process using Caner and Hansen’s (2001) method. While standard unit root tests, such as the Augmented Dickey–Fuller (ADF), are inconclusive in some instances on whether oil price differentials follow a stationary process, the null hypothesis of unit root can be strongly rejected based on the threshold unit root test, even for crude oils with very different qualities. …”

Asymptotic results for cointegration tests in non-stable cases by Nielsen, B

“…Asymptotic analyses of unit root tests in autoregressive time series are usually based on the assumptions that the number of unit roots is known and that the remaining characteristic roots are stable. …”

Purchasing power parity in African countries: evidence from panel SURADF test by Baharumshah, Ahmad Zubaidi, Lau, Evan, Nziramasanga, Mudziviri T.

“…This study reexamines the validity of long-run purchasing power parity (PPP) hypothesis using a battery of panel unit root tests for 11 developing countries in Africa over the period 1980-2007. …”
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The Impact of the Covid-19 Crisis on Financial Markets: The Case of Turkey by Orhan Çoban, Özer Coşkun, Ayşe Çoban

“…In analyzing the relationships between variables, besides ADF Unit Root Test, Zivot-Andrews Unit Root Test with structural break and Toda-Yamamoto Causality Test were used. …”
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Renewable Energy Consumption Convergence in G-7 Countries by Mohamad Husam Helmi, Abdurrahman Nazif Catik, Nuran Coskun, Esra Balli, Ciler Sigeze

“… This study examines the convergence of renewable energy consumption in G-7 countries. We employ LM unit root and RALS version of LM unit root tests with endogenously determined with structural one or two breaks. …”
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Government debt: an empirical analysis with structural break for the economy of Malaysia by Taasim, Shairil Izwan, Daud, Adrian, Pinjaman, Saizal, Adam Assim, Mohd Ibrani Shahrimin, Yaccob, Yasmin

“…We utilized econometric techniques such as unit root tests and Granger. Regarding the unit root test, we used structural break combinations with pure and partial structural change models. …”
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TESTING NONLINEAR INFLATION CONVERGENCE FOR THE CENTRAL AFRICAN ECONOMIC AND MONETARY COMMUNITY by Emmanuel Anoruo, Vasudeva N.R. Murthy

“…The results from nonlinear STAR unit root tests suggest that inflation differentials for the sample countries are nonlinear and mean reverting processes. …”
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An Ardl Approach to Identify Bank Landing Channel in Indonesia by Akhsyim Afandi

“…Keywords: bank lending channel, unit root, structural breaks…”
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Impact Of Tariff On Income: Cross Country Analysis by Sidra Imran Amin, Ambreen Fatima

“…The time period taken span from 1998 till 2015.The cross-country analysis included in the study ranges from the application of OLS regression methods to country wise, unit root test and long run analysis. In addition, Panel Unit Root and Panel Cointegration Tests are also performed to enhance the analysis. …”
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MACROECONOMICS / by Dornbusch, Rudiger, author 275924, Fischer, Stanley, author 275936, Startz, Richard, 1952-, author 339453

“…The book includes expanded coverage of economic growth and a new chapter on "new macroeconomics", which includes information on the unit root of GDP controversy, real business cycles and the new Keynesian sticky price theory. …”

Testing Unemployment Persistence in Central and Eastern European Countries by Giray Gozgor

“…Keywords: Unemployment persistence; Panel-based unit root tests; Cross-section dependence JEL Classification: C23; J64 …”
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FDI, Population Density and Carbon Dioxide Emissions: A Case Study of Pakistan by Haider Mahmood, A.R. Chaudhary

“…ADF, PP, Ng-Perron and Zivot-Andrews Unit root tests were used to find the unit root problem. …”
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City Price Convergence in Turkey with Structural Breaks by Faik Bilgili

“…Henceforth, to observe whether price convergence occurs or not, this study conducts unit root tests following Lee and Strazicich (2003) with two structural breaks in level and/or trend. …”
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Energy demand convergence in APEC: An empirical analysis by Le, Thai-Ha, Chang, Youngho, Park, Donghyun

“…To this end, the study applies conventional panel unit root tests and Sequential Panel Selection Model (SPSM) procedure based on the Panel KSS unit root with a Fourier function for robustness analysis. …”
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Petrol Tüketimi ve Büyüme: OECD Ülkelerine İlişkin Panel Veri Analizi by Tuncer GÖVDELİ, Tuba BAŞKONUŞ DİREKÇİ

“…Due to the findings in the cross section dependency unit root test and cointegration test must be the second generation tests. …”
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Testing Unemployment Persistence in Central and Eastern European Countries by Giray Gozgor

“…Keywords: Unemployment persistence; Panel-based unit root tests; Cross-section dependence JEL Classification: C23; J64 …”
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Empirical Analysis of Remittance Inflow: The Case of Nepal by Karan Singh Thagunna, Saujanya Acharya

“… This paper analyzes the nine year remittance inflow and macroeconomic data of Nepal, and studies the effect of remittance on each of those macroeconomic variables. We have used Unit Root Test, Least Squared Regression Analysis, and Granger Causality Test. …”
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