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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Macroeconomic Determinants of Economic Growth in South Africa (1994-2016): Cointegration Approach by Baloi Elizabeth, Albert Mbulaheni Dagume

“…The main aim of this study was to analyze the effect of unemployment and inflation on economic growthin South Africa for the period of 1994 to 2018, using quarterly data. 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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Analysis of the Relationship between Real Effective Exchange Rate, Common Equity Tier 1 Ratio and Return on Equity: Evidence from Turkey by Esra N. Kılcı, Burcu Kıran Baygın

“…The objective of this study is to investigate the relationship between real effective exchange rate, common equity and return on equity in the period of 2014:01 - 2018:09. The unit root properties of the series are tested by using Carrion-i Silvestre et al.(2009) unit root test and the cointegration relationship between the series is investigated by employing Maki(2012) cointegration test. …”
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The Stationary of Productivity Shocks: Evidence from 25 OECD and Big 7 Countries by Aviral Kumar Tiwari, Faridul Islam, Süleyman Bolat, Phouphet Kyophilavong, Byoungki Kim

“…So, this paper achieves a battery of panel unit root tests to examine the stationarity properties of the series named hours worked per employee. …”
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Environmental Kuznets Curve: Moderating role of financial development by Mansoor Mushtaq, Shabbir Ahmed

“…Methods - This paper uses Lin and Chu unit root test to check the stationary of the variables. …”
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The Stationary of Productivity Shocks: Evidence from 25 OECD and Big 7 Countries by Aviral Kumar Tiwari, Faridul Islam, Süleyman Bolat, Phouphet Kyophilavong, Byoungki Kim

“…So, this paper achieves a battery of panel unit root tests to examine the stationarity properties of the series named hours worked per employee. …”
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Effect of Unemployment and Inflation on Economic Growth in South Africa by Dimakatso Sekwati, Mbulaheni Albert Dagume

“…The main aim of this study was to analyze the effect of unemployment and inflation on economic growth in South Africa for the period of 1994 to 2018, using quarterly data. 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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The Stationary of Productivity Shocks: Evidence from 25 OECD and Big 7 Countries by Aviral Kumar Tiwari, Faridul Islam, Süleyman Bolat, Phouphet Kyophilavong, Byoungki Kim

“…So, this paper achieves a battery of panel unit root tests to examine the stationarity properties of the series named hours worked per employee. …”
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The determinants of inflation in selected Southeast Asia countries: a comparative study of Singapore, Malaysia and Myanmar / Muhammad Syahir Kamarulzaman by Kamarulzaman, Muhammad Syahir

“…Unit root test identify that all variables for all three country are stationary at first level except economic growth for Myanmar. …”
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Exploring the Carbon Kuznets hypothesis by Müller-Fürstenberger, G, Wagner, M, Müller, B

“…The econometric analysis takes into account the possibility of unit root non–stationary regressors. On a panel of 107 countries covering the years from 1986 to 1998 we find evidence for unit root non–stationarity in log GDP and log emissions. …”

`Weak` trends for inference and forecasting in finite samples. by Chevillon, G

“…In this framework, parameter estimates, unit-root test statistics and forecast errors are functions of ‘drifting’ Ornstein-Uhlenbeck processes. …”

Weak' trends for inference and forecasting in finite samples by Chevillon, G

“…In this framework, parameter estimates, unit-root test statistics and forecast errors are functions of 'drifting' Ornstein-Uhlenbeck processes. …”

Regional income disparities in Malaysia: A stochastic convergence analysis by Muzafar Shah Habibullah, AM Dayang-Affizzah, Chin-Hong, Puah

“…Using annual data for the period 1965 to 2003, the stochastic convergence definition suggested by Bernard and Durlauf (1995), univariate unit root tests suggested by Oxley and Greasley (1995) and panel unit root testing procedures proposed by Levin et al. (2002), Im et al. (1997) and Maddala and Wu (1999), our findings strongly support the stochastic convergence of catching up hypothesis for six regions in Malaysia. …”
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Export-Led Growth Hypothesis: Empirical Evidence from Selected Sub-Saharan African Countries by Chia Yee Ee

“…The empirical findings revealed that the panel unit root is stationary after the first difference and presents a cointegration. …”
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Asymptotic Properties of Estimators for Seasonally Cointegrated State Space Models Obtained Using the CVA Subspace Method by Dietmar Bauer, Rainer Buschmeier

“…Additionally estimating a large number of models to test hypotheses on the cointegrating rank at the various unit roots becomes practically impossible for weekly data, for example. …”
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The Role of Private Capital Flows on Gross Domestic Product of Low, Middle and High Income Group Countries. by Choong, Chee Keong

“…For example, if the private capital flows are characterized by a stationary (non-stationary, or contain a unit root), then it implies that shocks to private capital flows are temporary (permanent). …”
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Projecting wheat demand in China and India for 2030 and 2050: Implications for food security by Khondoker Abdul Mottaleb, Gideon Kruseman, Aymen Frija, Kai Sonder, Santiago Lopez-Ridaura

“…In the process, this study relies on agricultural data sourced from the Food and Agriculture Organization of the United States (FAO) database (FAOSTAT), as well as the World Bank's World Development Indicators (WDI) data catalog. The presence of unit root in the data series are tested by applying the augmented Dickey-Fuller test; Philips-Perron unit root test; Kwiatkowski-Phillips-Schmidt-Shin test, and Zivot-Andrews Unit Root test allowing for a single break in intercept and/or trend. …”
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Heads and Tails of Earnings Management: Quantitative Analysis in Emerging Countries by Pavol Durana, Katarina Valaskova, Darina Chlebikova, Vladislav Krastev, Irina Atanasova

“…Our findings confirm the significant existence of earnings management in both analyzed countries, based on a quantitative analysis of unit root and stationarity. The managerial activities are purposeful, which is proven by the existence of no stationarity in the time series and a clear occurrence of the unit root. …”
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The Impact of Foreign Direct Investment and Trade Openness on The Ghanaian Economy by Evans Yeboah

“…The ADF unit root test indicated that the variables were non-stationary and integrated at first-order difference. …”
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Testing Purchasing Power Parity in Cambodia: Time-Varying Trade Weights in Constructing Real Effective Exchange Rate by Siphat Lim

“…Finally, the implementing of only the most popular unit-root or stationary tests such as ADF and PP deems to diagnose with certain weaknesses, for instance, size distortion ascending from the heteroscedasticity. …”
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