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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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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Assessing market efficiency in Palestine Securities Exchange (PSE) market at weak form: Analysis from 2010–2022 by Elias Mukarker

“…The study used parametric tests (Augmented Dickey-Fuller (ADF) unit root, serial autocorrelation) and nonparametric tests (Phillips-Perron (PP) unit root, run test, variance ratio test). …”
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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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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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The Impact of COVID-19 on the Stock Markets of BRICS Countries by Kok, Sook Ching, Caroline Geetha

“…South Africa Top 40 Index represents South Africa’s stock market. We use unit root tests to assess the random walk properties of the series. …”
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A Brief Analysis Of The Tax Smoothing Hypothesis In Turkey by Mesut KARAKAS, Taner Taner, Halit YANIKKAYA

“…Unit root tests and auto-regression results initially point out the existence of tax smoothing in Turkey. …”
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Fiscal Decentralization and Economic Growth in South Africa: A South African Perspective by Teboho Mosikari, Sanele Stungwa

“…To observe the order of integration of the variables, the study employed Levin, Lin, and Chu unit root test and Im, Pesaran, and Shin unit root test. …”
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Modelling income processes with lots of heterogeneity by Browning, M, Ejrnaes, M, Alvarez, J

“…This is particularly important for unit root tests which are actually tests of a composite of two independent hypotheses. …”

Are Our FEERs Justified? by Barisone, G, Driver, R, Wren-Lewis, S

“…Even at an individual country level, the results provide support for the FEER, particularly in Canada, the UK and Germany. Panel unit root tests suggest that the real exchange rate and FEER cointegrate. …”

Testing nonlinear convergence in Malaysia by Muzafar Shah Habibullah, A.M., Dayang-Affizah, Venus, Khim-Senliew, Kian, Ping Lim

“…The purpose of the present paper is to examine income convergence in Malaysia by applying the nonlinear unit root test presented by Kapetanios et al. (KSS 2003) and extended by Chong et al. …”
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Impact of Economic Growth, Energy use and Research and Development Expenditure on Carbon Emissions: An Analysis of 29 OECD Countries by Aisha Sheikh, Owais Ibin Hassan

“…The first generation tests include the panel unit root tests- Levin et al ( LLC), Im et al (IPS) ADF-Fisher and PP-Fisher unit root tests, Pedroni (1999) and Kao cointegration tests and the Fully Modified Ordinary Least Square (FMOLS) for computing output elasticities. …”
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Government debt: an empirical analysis with structural break for the economy of Malaysia by Shairil Izwan Taasim, Adrian Daud, Saizal Pinjaman, Mohamad Ibrani Shahrimin Adam Assim, Yasmin Yaccob

“…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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Malaysian finance sector weak-form efficiency: Heterogeneity, structural breaks, and cross-sectional dependence by Sook Ching Kok, Qaiser Munir

“…For this purpose, we apply panel nonlinear unit root test that accounts for heterogeneity, and panel stationarity test to allow for the presence of structural breaks and cross-sectional dependence (CSD). …”
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Etkin Piyasa Hipotezinin Geçerliliği: G7 Ülkeleri Örneği(The Validity of the Efficient Market Hypothesis: The Case of the G7 Countries) by Filiz ERATAŞ SÖNMEZ

“…In this context, the effectiveness test on weak form was conducted with the help of the non-stationary panel unit root tests within the G7 countries for the period of 1990-2020. …”

Dinamica del prodotto, eterogeneità e integrazione regionale: crescita e recupero nei settori dell'economia italiana, 1981-1994 by Massimo Caruso

“…However, for most of the service sectors it is not possible to reject the presence of a unit root in output and the higher persistence of their output dynamics is generally associated to a velocity of reduction of the initial productivity gaps slower than the aver-age. …”
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Investigating Saving and Investment Relationship: Evidence from an Autoregressive Distributed Lag Bounds Testing Approach in Liberia by Joe Garmondyu Greaves

“…This paper uses the Augmented Dickey Fuller unit root test to ascertain the order of integration for the two time series variables as well as two structural breaks tests to counter check the accuracy of the unit root test. …”
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Does Labor Market Hysteresis Hold in Low Income Countries? by Ifedolapo Olabisi Olanipekun, Seyi Saint Akadiri, Osundia Olawumi, Festus Victor Bekun

“…Keywords: Unemployment, Hysteresis, Unit root, Stationarity. EL Classifications: C22; E24; J16; J21 …”
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The relationship between tourism and economic growth in greece economy: a time series analysis by Turgut Bayramoğlu, Yılmaz Onur Arı

“…For this purpose Granger Causality Test was used, the results of unit root tests such as Augmented Dickey Fuller (ADF) and the Philips Perron (PP) were tested and because it’s a time series analysis, unit root and co-integraion tests were applied. …”
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