What do we learn from unit roots in macroeconomic time series? by Quah, Danny

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One-dimensional inference in autoregressive models with the potential presence of a unit root by Mikusheva, Anna

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The behavior of Malaysian stock market: evidence from nonlinear unit root test by Abdul Manap, Turkhan Ali, Omar, Mohd. Azmi

“…This paper reexamines the efficient hypothesis using monthly Kuala Lumpur stock price data for the period January 1970 to August 2009, using the nonlinear unit root test procedure recently developed by Kapetanios et al. (2003) in addition to the linear unit root test with and without structural breaks. …”
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Non-normality and recursive unit root tests for PPP : solving the PPP puzzle? by Caporale, Guglielmo Maria, Gregoriou, Andros

“…In this paper we carry out unit root tests on real exchange rates recursively as in Caporale et al (2003), but, following Arghyrou and Gregoriou (2007), we adjust the residuals for non-normality using a wild bootstrap method. …”
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A nonlinear panel unit root test under cross section dependence by Cerrato, Mario, Peretti, Christian de, Sarantis, Nicholas

“…We propose a nonlinear heterogeneous panel unit root test for testing the null hypothesis of unit-root processes against the alternative that allows a proportion of units to be generated by globally stationary ESTAR processes and a remaining non-zero proportion to be generated by unit root processes. …”
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A Monte Carlo Study of the Effects of Structural Breaks on Tests for Unit Roots. by Hendry, D, Neale, A

Signal extraction : efficient estimation, unit root-tests and early detection of turning points / by 248417 Wildi, Marc

Analysis of Income Convergence in G-20 Countries with Structural Break Unit Root Test by Mustafa Emre Ertugrul, Kemaletttin Tanrıseven

“…Considering the possibility of breaking during this period in the time series, the study was also tested with the single fractured Lee-Strazicich (2013) Unit Root Test.</p><p><strong>Keywords:</strong> G-20 Countries; Convergence; Lee-Strazicich (2013) Unit Root Test</p><p><strong>JEL Classifications:</strong> C22; C41</p>…”
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Testing for stationary of housing prices in China: An examination using efficient unit root tests by Na Bian, Yiguo Chen

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Linear vs. Log-linear Unit-Root Specification: An Application of Mis-specification Encompassing. by Spanos, A, Hendry, D, Reade, J

“…The objective of this paper is to apply the mis-specification (M-S) encompassing perspective to the problem of choosing between linear and log--linear unit-root models. A simple M-S encompassing test, based on an auxiliary regression stemming from the conditional second moment, is proposed and its empirical size and power are investigated using Monte Carlo simulations. …”

Investigating Asian regional income convergence using Fourier Unit Root test with Break by Yaya, OlaOluwa S., Furuoka, Fumitaka, Pui, Kiew Ling, Jacob, Ray Ikechukwu, Ezeoke, Chinyere Mary

“…This paper uses a new unit root test, namely the Fourier Unit Root test with Break, to examine income convergence in nine Asian countries. …”

The behavior of external debt in Asian countries: evidence based on panel unit root tests by Lau, Evan, Baharumshah, Ahmad Zubaidi, Soon, Siew Voon

“…Two major findings are noteworthy; first majority debt ratios in the Asian countries are affected by structural breaks. Second, we find unit root tests that do not accommodate breaks are less likely to detect mean reversion in the debt ratios. …”
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Weak-Form Efficiency of The Kuala Lumpur Stock Exchange: An Application of Unit Root Analysis by Md. Nassir, Annuar, Ariff, Mohamed, Mohamad, Shamsher

“…This study investigates the predictability efficiency of KLSE using unit root analysis which incorporates the drift and time-trend factors. …”
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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

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Factor price convergence in OECD economies: the case of three profit rates indicators by Ivan D. Trofimov

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Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets by M. Balcilar, E. Cakan, Z. A. Ozdemir

“…This paper investigates whether daily stock price indices from fourteen emerging markets are random walk (unit root) or mean reverting long memory processes. …”
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Selection of Unit Root Test on the Basis of Time Series Length and Value of AR(1) Parameter by Markéta Arltová, Darina Fedorová

Subjects: “…Unit root test…”
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Do military expenditures converge in NATO countries? Linear and nonlinear unit root test evidence by Selahattin GÜRİŞ, Burak GÜRİŞ, Muhammed TIRAŞOĞLU

Subjects: “…linear and nonlinear unit root tests…”
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Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression. by Nielsen, B, Reade, J

“…This paper provides a means of accurately simulating explosive autoregressive processes and uses this method to analyze the distribution of the likelihood ratio test statistic for an explosive second-order autoregressive process of a unit root. While the standard Dickey-Fuller distribution is known to apply in this case, simulations of statistics in the explosive region are beset by the magnitude of the numbers involved, which cause numerical inaccuracies. …”

Simulating properties of the likelihood ratio test for a unit root in an explosive second order autoregression. by Nielsen, B, Reade, J

“…Nielsen (2001) has shown that for the asymptotic distribution of the likelihood ratio unit root test statistic in a higher order autoregressive model, the assumption that the remaining roots are stationary is unnecessary, and as such the approximating asymptotic distribution for the test in the difference stationary region is valid in the explosive region also. …”