Islamic financing towards economic growth: A study on 4 OIC countries by Hafnida, , Maamor, Selamah, Abdullah, Hussin

“…The aim of this study is to examine the relationship between Islamic financing and economic growth of 4 OIC countries by using panel data from 1990 to 2012.This study employed panel unit root test and two stages least square (2SLS) as a method. …”
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Information-Criterion-Based Lag Length Selection in Vector Autoregressive Approximations for I(2) Processes by Dietmar Bauer

“…The same approach for lag length selection is also followed in practice for more general processes, for example, unit root processes. In the I(1) case, the literature suggests that the behavior is analogous to the stationary case. …”
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Assessing the Possibility of Medupi and Kusile Providing Enough Electricity Running at Full Capacity in South Africa by Nyiko Worship Hlongwane, Olebogeng David Daw

“…The study employed DF-GLS and PP unit root tests, ARDL Bounds test, ARDL ECM model and Granger causality tests to assess the possibility. …”
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The relationship between renewable energy use and economic growth in OPEC countries by hamidreza arbab, Ali Emami Meibodi, Saba Rajabi Ghadi

“…And after that the relation between renewable energy consumption and growth in a selected countries of OPEC members during 1985-2014. With unit root test determine stability of data and proved that all data are stable. …”
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Testing the Environmental Kuznets Curve Hypothesis: An Empirical Study for Peru by Benoit Mougenot, Rosa Pamela Durand Santa María, Claudia Lucia Koc Olcese

“…Through the estimation by Dickey-Fuller and Phillips-Perron unit root tests, Granger Causality Test, the Vector Autoregression Model (VAR) method and the Forecast Graphics, it is shown that, similar to other countries of the region, Peru is actually on the initial part of the curve, where income and pollution have a growing direct relation. …”
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Islamic banking development and economic growth: a case of Indonesia by Meri Anggraini

“…The analysis are using unit root test, co-integration test, and Granger causality test within the context of VECM framework. …”
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Linear and Nonlinear Causality between Energy Consumption and Economic Growth: The Case of Mexico 1965–2014 by Mario Gómez, Aitor Ciarreta, Ainhoa Zarraga

“…This paper analyzes the causal link between aggregated and disaggregated levels of energy consumption and economic growth in Mexico between 1965 and 2014, with the presence of structural breaks stemming from the series. To that end, unit root with structural breaks, cointegration, and linear and nonlinear causality tests are employed. …”
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Panel Dataset to Assess Proactive Eco-Innovation in the Paradigm of Firm Financial Progression by Md Abu Toha, Satirenjit Kaur Johl

“…In addition to that, Tobin’s Q was considered as a proxy dimension for firm financial progression because it considers both market value as well as book value. Following a unit root test, six specific data diagnostic tests were performed to ensure data reliability and validity for future potential usage. …”
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Economic Growth, Financial Development, Energy Consumption and Life Expectancy: Fresh Evidence from ASEAN countries by Ernie Hendrawaty, Mohd Shahidan Shaari, Fajrin Satria Dwi Kesumah, Abdul Rahim Ridzuan

“… The study examines the relationship between economic growth and life expectancy by considering the potential role of financial development and energy consumption in ASEAN Countries. Unit root testing was applied to check the level stationarity data before checking for cointegration between variables using the Error Correction Term (ECT) approach, and ARDL bounds testing was applied for cointegration with structural damage that occurred at a specific time using the Pooled Mean Group (PMG) and Pooled Mean Group (MG). …”
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An Analysis of the Relationship of Imports and Economic Growth in Iran (Comparison of Systematic and Unsystematic Cointegration Methods with Neural Network) by Nasser Ebrahimi

“…In this study, the concerned time series were tested by unit root testing. Then the data were examined and the results were analysed using an autoregressive distributed lag modelling (ARDL), error correction model (ECM), and maximum likelihood method of Johansen-Julius. …”
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An Analysis of the Relationship of Imports and Economic Growth in Iran (Comparison of Systematic and Unsystematic Cointegration Methods with Neural Network) by Nasser Ebrahimi

“…In this study, the concerned time series were tested by unit root testing. Then the data were examined and the results were analysed using an autoregressive distributed lag modelling (ARDL), error correction model (ECM), and maximum likelihood method of Johansen-Julius. …”
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The Effect of Government Expenditure on Infrastructure on the Growth of the Nigerian Economy, 1977-2009 by Mary Modupe Fasoranti

“…Data treatment methods used was the unit root test, co-integration and vector error correction estimation. …”
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Impact of foreign direct investment on income inequality: Evidence from selected Asian economies by Maksudjan Yuldashev, Ulugbek Khalikov, Fazliddin Nasriddinov, Nilufar Ismailova, Zebo Kuldasheva, Maaz Ahmad

“…A cross-sectional IPS (CIPS) unit root test is employed to check stationarity. Additionally, the study used the Augmented Mean Group (AMG) approach to produce accurate results in estimation. …”
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The Effect of Government Expenditure on Infrastructure on the Growth of the Nigerian Economy, 1977-2009 by Mary Modupe Fasoranti

“…Data treatment methods used was the unit root test, co-integration and vector error correction estimation. …”
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The Statistical Relationship between Economic Growth and Total Energy Use: Evidence from Panel Co-integration and Granger-causality Investigation of SSA Countries by Desire Sekanabo, Elias Nyandwi, Hakizimana Khan Jean de Dieu, Valerie M. Thomas

“… This study analyses the statistical relationship between economic growth and total energy use in Sub Saharan Africa (SAA) member countries in the period between 1989 and 2017. The panel unit root test, panel co-integration test, vector error correction and vector auto regressive Granger Causality/Block Exogeneity Wald Tests are employed. …”
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The Random Walk Behaviour of Malaysian Stock Market: Evidence from Individual Stocks by Kian-Ping Lim, Mathew Kien-Chung Vun, Hock-Ann Lee

“…With a new statistical tool, namely the Brock-Dechert-Scheinkman( BDS)test, it is possible to detect a more complex form of dependencies in series of financial returns that often appear completely random to standard statistical tests, such as serial correlation tests, runs test, variance ratio test and unit root tests. Our econometric results reveal that the market in general as proxied by the KLCI and all the 77 individual stocks do not follow a random walk process. …”
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Analyzing the impact of Gender Inequality on Economic Development in Pakistan: ARDL Bound Test Cointegration Analysis by Nabila Khurshid, Asma Fiaz, Jamila Khurshid

“…For time series we check stationarity of data by employing Unit Root Test which showed that series have mixed level interrogation, so, ARDL technique for best possible estimation. …”
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A Short-Term Autoregressive Model for the Prediction of Daily Average NO2 Concentration in Nagercoil, Tamil Nadu, India by P. Muthukrishnan and R. Krishna Sharma

“…An autoregressive model was formulated to forecast the daily average values of NO2 concentration. Unit root test was performed to check the stationarity of the data points, which is important in determining trends and seasonal changes. …”
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Long memory in the Croatian and Hungarian stock market returns by Silvo Dajčman, Mejra Festić, Alenka Kavkler

“…The research showed that the WOLS estimator may lead to different conclusions regarding long memory presence in the stock returns from the KPSS and unit root tests or Lo’s R/S test. Furthermore, it proved that the fractal structure of individual stock returns may be masked in aggregated stock market returns (i.e. in returns of stock index). …”
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Arbitrage, Covered Interest Parity and Cointegration Analysis on the NTD/USD Forex Market Revisited by Kuo-Shing Chen, Chun-Ming Chen, Chien-Chiang Lee

“…This study applies interest parity theory including Covered Interest Parity (CIP) to examine the 30-, 60-.90-, and 180-day maturities for the NTD/USD foreign exchange (FX) market. In the empirical unit root tests, we find that NTD/USD forward premium and interest rate spread present I(0) property. …”
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