Smooth Break Detection and De-Trending in Unit Root Testing by Furkan Emirmahmutoglu, Tolga Omay, Syed Jawad Hussain Shahzad, Safwan Mohd Nor

Subjects: Get full text

Endogenous structural breaks and unit root tests : an application to Singapore by Wang, Eric Aik Peng

“…The seminal work on unit roots and macroeconomic variables was that of Nelson and Plosser (1982). …”
Get full text

The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes. by Nielsen, B

“…Unit root testing has been developed through numerous papers since the work of Dickey and Fuller (1979). …”

Power of Tests for Unit Roots in the Presence of a Linear Trend. by Nielsen, B

“…Dickey and Fuller [Econometrica (1981) Vol. 49, pp. 1057-1072] suggested unit-root tests for an autoregressive model with a linear trend conditional on an initial observation. …”

Adjusted profile likelihood applied to estimation and testing of unit roots by Pere, P, Pere, Pekka

“…<p>A short review of unit-root econometrics is given from the point of view of testing. …”

Power of tests for unit roots in the presence of a linear trend. by Nielsen, B

“…Dickey and Fuller (1981) suggested unit root tests for an autoregressive model with a linear trend and a fixed initial value. …”

TOURISM DEMAND FOR BALI-THE HEGY APPROACH FOR SEASONAL UNIT ROOT TEST by Ida Bagus Made Wiyasha

“…Wald test results showed that all arrivals, USA, UK, and Japan contained a unit root for their quarterly data.…”
Get full text

New panel unit root and cointegration tests of purchasing power parity by Cerrato, Mario

“…Panel unit root tests of PPP have re-affirmed the existence of this parity condition in some studies. …”
Get full text

Structural break unit-root: an empirical study of Malaysian equity markets by Chin, Wen Cheong, Zaidi Isa

“…This research investigated the unit-root tests using nonparametric sequences-reversals (S-R), Phillip-Perron (PP) tests and parametric Augmented Dickey-Fuller (ADF) test for the Malaysian equity indices. …”
Get full text

A unit root test based on the modified least squares estimator by Wararit Panichkitkosolkul

“…A unit root test based on the modified least squares (MLS) estimator for first-order autoregressive process is proposed and compared with unit root tests based on the ordinary least squares (OLS), the weighted symmetric (WS) and the modified weighted symmetric (MWS) estimators. …”
Get full text

Inflation Convergence in BRICS Countries: A Comprehensive Unit Root Test Analysis by Muhammed Tıraşoğlu, İpek Melahat Yurttagüler

Subjects: Get full text

Unit Root Volatility Due to Covid-19 Epidemic in the Crude Oil Market by mojtaba rostami, Alireza Najjarpour

Subjects: “…unit root…”
Get full text

Testing for Unit Roots in Nonlinear Dynamic Heterogeneous Panels with Logistic Smooth Breaks by Tolga Omay, Nuri Ucar

Subjects: Get full text

A Parameterization of Models for Unit Root Processes: Structure Theory and Hypothesis Testing by Dietmar Bauer, Lukas Matuschek, Patrick de Matos Ribeiro, Martin Wagner

Subjects: Get full text

Improving the power of unit root tests against fractional alternatives using bootstrap by Luisa Bisaglia, Isabella Procidano

“…In this paper asymptotic tests for unit root hypothesis against fractional alternatives are considered. …”
Get full text

Trends and random walks in macroeconomics time series: The unit root test considerations by Mehdi Fathabadi

Subjects: Get full text

Purchasing power parity in ASEAN+3: an application of panel unit root tests by Boršič Darja, Bekő Jani

Subjects: Get full text

Matrix polynomials and their inversion: the algebric framework of unit-root econometrics representation theorems by Mario Faliva, Maria Grazia Zoia

“…This eventually sheds more light on the analytical foundations of unit-root econometrics which in turn paves the way to an elegant unified representation theorem for (co)integrated processes up to the second order.…”
Get full text

The INVESTIGATION OF ASYMMETRIC DYNAMICS OF BORSA ISTANBUL INDEX WITH QUANTILE UNIT ROOT TEST by Müge Özdemir

“…Therefore, quantile unit root tests add new approaches to index dynamics compared to traditional unit root methodologies based on the least squares regression method. …”
Get full text

Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series by Nunzio Cappuccio, Diego Lubian

Subjects: “…unit root tests…”
Get full text