Renewable Electricity Consumption and Economic Growth: A Comparative Study of South Africa and Zimbabwe by Nyiko Worship Hlongwane, Olebogeng David Daw

“…The study performed the Dickey-Fuller Generalised Least Squares and Phillips-Perron unit root test, ARDL Bounds test for cointegration and optimal lags models. …”
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Crude Oil Prices and Currency Exchange Rates’ Impact on the Indonesian Energy Stock Market during the Covid-19 Pandemic by Mohammad Benny Alexandri, Putri Irmala Sari, Widya Setiabudi Sumadinata

“…This study employed the ADF and Zivot-Andrews (1992) unit root test analyses. To begin, causality between the variables was established. …”
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Study the Efficiency Hypothesis in the Egyptian Stock Market by Mai Ahmed Abdelzaher

“…Parametric and non-parametric tests are used to achieve this purpose, such as ADF/PP unit root- RUNS TEST- Perron - run test. The Jarque– Bera test was used to measure the moderation of returns; the GARCH model and ARCH model are used also. …”
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The Reasons of Eurozone Sovereign Debt Crisis and an Empirical Analysis over Permanency of the Crisis by Gulbahar UCLER, Hale KIRMIZIOGLU

“…Keywords: Eurozone; Sovereign Debt Crisis; Second Generation Unit Root Tests; PANKPSS JEL Classifications: B23; E60; F34; G01; G38; H6. …”
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Causal Relationship among Foreign Reserves, Exchange Rate and Foreign Direct Investment: Evidence From Nigeria by Augustine C. Osigwe, Maria Chinecherem Uzonwanne

“…The results of the augmented Dicky–Fuller and Philip–Perron unit root test for stationary of the variables showed that all the variables were non-stationary at levels, but become stationary after first differences. …”
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Human Capital-Economic Growth Nexus in Africa: Heteregeneous Panel Causality Approach by Emmanuel Anoruo, Uchenna Elike

“…In particular, the study applied theoretically consistent panel unit root procedures and panel cointegration tests that account for the presence of cross-sectional dependency among the members of a panel. …”
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Co-movement of Foreign Direct and Portfolio Investments in Central and Eastern Europe by Yaman O. Erzurumlu, Giray Gozgor

“…We utilize the second generation panel unit root test, panel-Wald causality test procedure and panel cointegration analysis allowing for structural breaks, and cross-sectional dependence. …”
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Sustainability of the Brazilian public debt: An analysis using multicointegration by Eduardo Lima Campos, Rubens Penha Cysne

“…According to Bohn (1995), conventional econometric analysis of sustainability, based on unit root tests on the government debt-to-GDP series or cointegration analysis between revenues and expenses, are inconclusive to verify the sustainability of the fiscal policy. …”
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Electricity Trade and Economic Growth in South Africa by Nyiko Worship Hlongwane, Olebogeng David Daw

“…The study employed DF-GLS and KPSS unit root, ARDL Bounds cointegration test, ARDL ECM model, Granger causality and residual diagnostics tests. …”
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Long-Memory Models in Testing the Efficiency Market Hypothesis of the Algerian Exchange Market by Yassine BENZAI, Hadjar Soumia AOUAD, Nassima DJELLOULI

“…We apply different tests of dependence, long memory, volatility clustering and unit root tests over the three main Algerian exchange rate returns series vis–à-vis the US Dollar, the Euro, and the British Pound. …”
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The Relation of Public Expenditures with Economic Growth in OECD Countries by Şaban ERTEKİN, Şahin BULUT

“…The findings performed with the panel unit root and panel cointegration tests under the cross-sectional dependency in the analyses are as follows. …”

İkiz Açık Hipotezinin Geçerliliğinin Kırılgan Beşli Ülkeleri İçin Test Edilmesi(Testing the Validity of the Twin Deficits Hypothesis for Fragile Five Countries) by Seher BAŞ

“…Within the scope of the study, CADF and SURADF tests, one of the unit root tests that take into account horizontal cross-section dependency, were used. …”

Green Financing as a Tool to Mitigate Climate Change for Sustainable Development: An Insight form Egypt by Marwa Elsherif

“…Augmented Dickey–Fuller (ADF), Phillip-Peron (PP) unit root tests and Quantile Autoregressive Distribute Lag (QARDL) Model were employed for empirical estimates.  …”
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Interdependencies of Stock Index, Oil Price, Gold Price and Exchange Rate: A Case Study From Pakistan by Rahmdil Peer Bakhsh, Bushra Khan

“…For analyzing the trend of Pakistan economy, unit root test, correlation test, co-integration technique, vector autoregressive model, granger test is done. …”
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Causal Relationship among Foreign Reserves, Exchange Rate and Foreign Direct Investment: Evidence From Nigeria by Augustine C. Osigwe, Maria Chinecherem Uzonwanne

“…The results of the ADF and PP unit root test for stationary of the variables showed that all the variables were non-stationary at levels, but become stationary after first differences. …”
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Remittances, Trade Balance and Economic Growth in West Africa Sub-region by John Norense Izevbigie, Nosakhare Liberty Arodoye, Beatrice Omo-Ikirodah

“…This was followed by unit root test which shows that variables attained stationarity at their first difference while Co-integration test indicated that there exists a long-run convergence among the variables. …”
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The Determinants of Foreign Direct Investment in Somalia by Mohamed Isse Ibrahim, Zahir Mohamed Omar, Yassin Sheikh Ali

“…Augmented Dickey-Fuller (ADF) test was used for the unit root test and ordinary Least Square statistical technique was used to assess the degree of influence the variables have on each other. …”
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Nonlinear Adjustment Towards Purchasing Power Parity by Mohammad Ali Moradi

“…First, the standard and modified unit root tests are applied and then, cointegration analysis is carried out, based on the Johansen (1988) and Johansen and Juselius (1990) cointegration methodology, rather than imposing the strict cointegating vector in calculating real exchange rate measures. …”
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Causal Relationship among Foreign Reserves, Exchange Rate and Foreign Direct Investment: Evidence From Nigeria by Augustine C. Osigwe, Maria Chinecherem Uzonwanne

“…The results of the ADF and PP unit root test for stationary of the variables showed that all the variables were non-stationary at levels, but become stationary after first differences. …”
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Testing absolute purchasing power parity in West Africa using fractional cointegration panel approach by Saidat Fehintola Olaniran, Mohd Tahir Ismail

“…Most earlier works on PPP focused on using the standard cointegration approach by assuming a unit root for the observed series. This assumption is not always valid, especially in series with short-term dynamics. …”
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