Purchasing Power Parity in the Case of Romania; Evidence from Structural Breaks by Oguz Ocal

“…This study tests the validity of the purchasing power parity hypothesis in Romania with employing Zivot–Andrews unit root test by taking structural break into account. …”
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The Nexus between Military Spending and Economic Growth in Newly Industrialized Countries: Panel Evidence from CrossSectional Dependency by Mehmet Akif DESTEK

“…The study, where panel unit root, panel co-integration, panel co-integration estimator and panel causality tests that allow cross-sectional dependence are used, shows that the feedback hypothesis is valid in newly industrialized countries. …”
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Ham Petrol Fiyatlarındaki Volatilitenin Gayri Safi Yurtiçi Hasıla Büyümesi Üzerindeki Etkileri: Türkiye Örneği( The Effects on Gross Domestic Product Growth of Crude Oil Price Vol... by Arif ÖZSAĞIR, Birol ERKAN, Mehmet ŞENTÜRK, Oğuz KARA

“…In the meanwhile; Dickey Fuller, Unit Root and Modified Akaike tests were executed too. …”
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REAL EXCHANGE RATE AND ECONOMIC FUNDAMENTAL: EMPIRICAL STUDY OF ASEAN-5 by Didi Nuryadin

“…The paper applies panel unit root test, panel cointegration test, and Engle-Yoo three-step for short run and long run equilibrium. …”
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An Empirical Analysis of the ASEAN-4’s Causality between Exports and Output Growth by Tri Dung Lam

“…This paper specifically focuses on analysing the causality between real GDP and real export of goods and services of the ASEAN-4 countries (Indonesia, Malaysia, Thailand and the Philippines) by using comprehensive econometric techniques such as the unit root test, cointegration test, and error correction model. …”
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Sazonalidade em séries temporals quadrissemanais — o caso do IMEC by Eliezer Martins Diniz

“…It is more plausible for this series to consider a model with a smooth transition in trend and intercept rather than the alternative hypothesis of a unit root. Taking these findings into account, we then searched for any type of typical seasonal behavior inside the month in the detrended time series.There is evidence of deterministic seasonality in the beginning of the month, with a positive impact in the first week and a negative impact in the second week. …”
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The Impacts of Macroeconomic Variables on the Iranian Stock Market

“…Arbitrage pricing theory is considered to model the variables. Standard unit root tests are conducted to investigate the order of integration in time series used in the study. …”
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A Demand Determinants Model for Public Spending in Spain by Manuel Jaén-García

“…We consider the public expenditure in Spain in the period 1958-2014 where there are structural points. Then we use unit root and cointegration tests in a structural breaks context. …”
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Tourism Demand in Tunisia: A VECM Approach by Dekkiche Djamal

“…The research employed the Unit root test, Co-integration test, and Vector Error Correction model (VECM) to examine the variables’ short- and long-run relationship dynamics. …”
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Mean Reversion Lessens Mean Blur: Evidence from the S&P Composite Index by Luigi Buzzacchi, Luca Ghezzi

“…This study makes use of a very long time series of the S&P Composite Index, checking once more that the rates of return benefit from aggregational normality. It performs unit root tests as well as elementary statistical tests that take advantage of normality. …”
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A Demand Determinants Model for Public Spending in Spain by Manuel Jaén-García

“…We consider the public expenditure in Spain in the period 1958-2014 where there are structural points. Then we use unit root and cointegration tests in a structural breaks context. …”
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Identifying Market Capitalization as a Leverage for Low Carbon Economy in Australia by Debaleena Chatterjee

“…Initial tests for stationarity are done through correlograms and unit root tests before applying Co-integration or VAR Approach. …”
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Türkiye’de İmalat Sanayi ve Tarım Sektörlerinin Ekonomik Büyüme Üzerine Etkisi: 1998-2020 Dönemi Analizi(The Effect of Manufacturing Industry and Agricultural Sector on Economic Gr... by Ezgi KOPUK, Oytun MEÇİK

“…Foreign trade values and GDP data of the sectors were analyzed for 1998Q1 and 2020Q1 by applying unit root test and Johansen Cointegration test, which are time series methods. …”

Relationship between Securitisation and Residential Mortgage Market Yields in Malaysia: A Cointegration Approach by Mukaramah Harun, Yusuf Haji Othman

“…The cointegration and error-correction framework was applied to quarterly data from the third quarter of 1988 to the first quarter of 2003. Unit root tests revealed that each variable is non-stationary in levels at the 5 percent level of significance. …”
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An Empirical Analysis of the ASEAN-4's Causality between Exports and Output Growth by Tri Dung Lam

“… This paper specifically focuses on analysing the causality between real GDP and real export of goods and services of the ASEAN-4 countries (Indonesia, Malaysia, Thailand and the Philippines) by using comprehensive econometric techniques such as the unit root test, cointegration test, and error correction model. …”
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Bounds Testing Approaches to Housing Demand in Turkey: Is There a Real Estate Bubble? by Ali Osman Solak, Burhan Kabadayı

“…Firstly, stationary properties of the series were checked by unit root tests, then co-integration was investigated. …”
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Do financial conditions have a predictive power on inflation in Turkey? by Umit Bulut

“…Then, the paper follows unit root tests. Finally, the paper conducts the asymmetric causality test. …”
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An Empirical Research on Fragile Eight Countries by Mustafa Mete, Mehmet Akif Destek

“…The stability properties are examined using with panel unit root test and it is concluded that the current account of Chile and Indonesia is found stationary. …”
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A Study on Deterministic Convergence and Asymmetric Adjustment from the Perspective of Structural Change by Kun Wang

“…In this context, this paper examines the output convergence of the 12 countries of the East Asian Economic Community relative to China by means of smooth structural changes and the non-linear adjustment of a unit root test, and then estimates the asymmetric convergence rate. …”
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Financial Bubbles: A Study of Co-Explosivity in the Cryptocurrency Market by Arianna Agosto, Alessia Cafferata

“…To this aim, our paper investigates the relationships between the explosive behaviors of cryptocurrencies through a unit root testing approach.…”
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