A Joint Chow Test for Structural Instability by Bent Nielsen, Andrew Whitby

“…We useresults on the strong consistency of regression estimators to show that the one-step test isappropriate for stationary, unit root or explosive processes modelled in the autoregressivedistributed lags (ADL) framework. …”
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Revisited the role of foreign aid in capital formation: experience of South Asian countries by Ranjan Kumar Dash, Deepa Jitendra Gupta, Tarun Khandelwal

“…The study uses second-generation panel unit root, cointegration, and causality methods to control for endogeneity, cross-section dependency, and structural breaks. …”
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Steel Augmented Production Function: Robust Analysis for European Union by Bilal Mehmood, Muhammad Aleem, Marwah Rafaqat

“…We apply second generations of unit root tests to examine stationarity and panel cointegration with cross-sectional dependence to analyze long run relationship between national income and steel production. …”
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Determinants and challenges of the economy as incentives to FDI in Serbia among Western Balkan economies by Milanović Nebojša, Kurtović Safet, Siljković Boris

“…Panel regression analysis was used to work primarily on the panel least squares and unit root tests was aimed to explain the impact of certain variables on FDI in Serbia and the Western Balkans. …”
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The Impact of Renewable Energy and Economic Growth on Environmental Pollution: Using Second-Generation Panel Techniques by Aouini Samir, Beggat Hanane, Mahlous Zakia

“…To ensure the stability of the variables, the study applied smoothing of the slopes, CADF, and CIPS unit root tests, and the Westerlund co-integration test to confirm the existence of a long-term balanced relationship between the variables based on the results obtained from the CCEMG model estimates of jointly correlated effects. …”
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The Effects of Ownership and Corporate Governance Reforms on Efficiency of Privatized Companies in Kenya by Esther Wanjugu Gitundu, Sifunjo E. Kisaka, Symon Kibet Kiprop, Lawrence Kangogo Kibet

“…Data was extracted from financial reports. A unit root test examined stationarity of data. A fixed effects regression model with a robust standard error option was used to control for firm specific effects which could bias results. …”
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Can Gold Investments Provide a Good Hedge Against Inflation? An Empirical Analysis by Hanan Naser

“…Using monthly data from April, 1986 to June, 2016, that covers more than 30 years, unit root testing approach robust for finite samples, the Johansen multivariate cointegration test procedure and vector error correction model (VECM) have been employed to examine the long-run relationship between gold return and consumer inflation in the US. …”
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Money Supply and Stock Prices: An Econometric Analysis for India by Ms.Meenakshi, Ms. Avnika Chawla

“…The idea of this study is to check connections between money supply and stock returns in the Indian context with the help of Unit root tests, Johansen's co integration test and Correction Model of Vector Error. …”
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Testing the Validity of Purchasing Power Parity: Panel Cointegration Approaches with Big Mac Index by Jing-Wen Wee, Hock-Ann Lee

“…The data analysis is conducted using the panel unit root and panel cointegration approaches. Both approaches confirm the validity of weak-form PPP. …”
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Empirical Analysis on the Factors Affecting Economic Sustainable Development Path in Malaysia: An ARDL Cointegration Approach by Faridah Pardi, Abdol Samad Nawi

“…We firstly conducted the ‘Structural break-unit root tests' to assume stationarity of series with the possible presence of economic shocks during the period of 1972 to 2011. …”
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Impact of energy efficiency and sharing economy on the achievement of sustainable economic development: New evidences from China by Fangyu Ye, Yi Li, Peilin Liu

“…The study runs the augmented Dickey-Fuller (ADF) test to check the unit root and the quantile autoregressive distributed lag (QARDL) model to investigate the linkages amongst the variables. …”
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Sensitivity of Capital Market Development to Public Debt in Nigeria by Kalu Onwukwe Emenike, Ugwueze Christian Amu, Ezeji Emmanuel Chigbu

“…The estimates from the descriptive analysis showed that both the market capitalization and public debt series were not normally distributed at 5% significance level. The ADF unit root test showed that the market capitalization and public debt series were integrated of order one (i.e., I (1)). …”
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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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The labor market in the digital era: What matters for the Gulf Cooperation Council countries? by Jihen Bousrih, Manal Elhaj, Fatma Hassan

“…The methodology focuses on the second-generation unit root tests and the Auto Regressive Distributed Lagged model for the period 2000–2020. …”
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A Markov Switching Approach in Assessing Oil Price and Stock Market Nexus in the Last Decade: The Impact of the COVID-19 Pandemic by Seuk Wai Phoong, Masnun Al Mahi, Seuk Yen Phoong

“…We revisit the oil price and stock market nexus by considering the impact of major economic shocks in the post-global financial crisis (GFC) scenario. Our breakpoint unit root test and Markov switching regression (MRS) analyses using West Texas Intermediate (WTI) oil price and Standard & Poor’s 500 (S&P 500) market index show that among the major economic events, the recent coronavirus (COVID-19) pandemic is the most significant contributor to market volatilities. …”
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The relationship between pollutant emissions, renewable energy, nuclear energy and GDP: empirical evidence from 18 developed and developing countries by Mounir Ben Mbarek, Kais Saidi, Mounira Amamri

“…Our results indicate that there is a co-integration between variables. The unit root test suggests that all the variables are stationary in first differences. …”
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Agricultural exports and the growth of agriculture in India by Ohlan RAMPHUL

“…The study empirically investigates the causality between agricultural exports and gross domestic product (GDP) agriculture in India using the Granger causality test via Vector Error-Correction Model over the period 1970-1971 to 2009-2010. The results of unit-root tests suggest that the series of India's GDP agriculture and farm exports are integrated of order one. …”
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Crude Oil Price Fluctuation and Economic Growth: ARDL Model Approach by Doan Van Dinh

“…To explore and investigate this relationship, the autoregressive distributed lag model (ARDL) was combined with the unit root, Pearson's correlation (two-tailed) tests, and time series collected from 1991 to 2020 to explore their relationship. …”
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The Effects of Ownership and Corporate Governance Reforms on Efficiency of Privatized Companies in Kenya by Esther Wanjugu Gitundu, Sifunjo E. Kisaka, Symon Kibet Kiprop, Lawrence Kangogo Kibet

“…Data was extracted from financial reports. A unit root test examined stationarity of data. A fixed effects regression model with a robust standard error option was used to control for firm specific effects which could bias results. …”
Get full text

Empirical Analysis on the Factors Affecting Economic Sustainable Development Path in Malaysia: An ARDL Cointegration Approach by Faridah Pardi, Abdol Samad Nawi

“…We firstly conducted the ‘Structural break-unit root tests' to assume stationarity of series with the possible presence of economic shocks during the period of 1972 to 2011. …”
Get full text