The effect of marketing and R&D expenditures on firm profitability and stock return: Evidence from BIST by Gamze Sekeroglu, Kazım Karaboga

“…First of all, we determined which tests should be performed on the models based on the cross-sectional dependence, homogeneity/heterogeneity, and panel unit root test results obtained for the established models. …”
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Social Capital Formation, Internet Usage and Economic Growth in Australia: Evidence from Time Series Data by Mohammad Salahuddin, Clem Tisdell, Lorelle Burton, Khorshed Alam

“…This study estimates the short- and long-run effects of social capital and Internet usage on economic growth using annual time series macro-data for Australia for the period of 1985-2013. DF-GLS unit root and Zivots and Andrew structural break tests are conducted to assess the stationarity of all the series. …”
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Tax Revenue And Economic Growth In Nigeria by Ayeni Olasubomi Adefolake, Cordelia Onyinyechi Omodero

“…The data collected are analyzed and tested for unit root using Augmented Dickey Fuller method. The study variables which comprise GDP, PPT, CIT & VAT are found to be stationary at first difference. …”
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Is there any relationship between geopolitical risk and climate change? by Orhan Cengiz, Müge Manga

“…After standard preliminary tests (Cross-sectional dependence tests, CIPS unit root test, and slope homogeneity test), we employ the second-generation estimator – the AMG (Augmented Mean Group) method to explore the long-run relationship between geopolitical risk and CO2 emissions per capita. …”
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Interest Rate Spread and the Efficacy of Commercial Banks’ Loans and Advances in Nigeria by Udeme Efanga, Ihemeje, J. C, Yamta H. A, Birawada Keyadi

“…Data were obtained from secondary sources; Central Bank of Nigeria Statistical bulletin of 2018 and International Monetary Fund, International Financial Statistics and data files. Unit root test on the time series data displayed a combination of 1(0) and 1(1) variables, the Autoregressive Distributed Lag (ARDL) Model was employed for data estimation. …”
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Government expenditure on key sectors of the economy and stock market performance in Nigeria by Osagie Osifo, Success Osamede Abusomwan

“…The FM-OLS and ARDL methodology were adopted to determine the GE's short and long-term impact on SMP in Nigeria. ADF unit root testing, correlation analysis, Engle and Granger co-integration analysis, and preliminary descriptive statistics testing were all carried out. …”
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Financial risk and firm value: is there any trade-off in the Indian context? by Koustav Roy, Kalpataru Bandopadhyay

“…To understand the nature of the data the descriptive analysis, correlation analysis, normality, unit root, multi-collinearity and Heteroskedasticity were conducted. …”
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Social Capital Formation, Internet Usage and Economic Growth in Australia: Evidence from Time Series Data by Mohammad Salahuddin, Clem Tisdell, Lorelle Burton, Khorshed Alam

“… This study estimates the short- and long-run effects of social capital and Internet usage on economic growth using annual time series macro-data for Australia for the period of 1985-2013. DF-GLS unit root and Zivots and Andrew structural break tests are conducted to assess the stationarity of all the series. …”
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Can internally generated FDI impact export performance? The study on Indonesia in the years 1980-2018 by Cheng Wen Lee, Agus Fernando

“…Research Design & Methods: We apply Augmented Dickey-Fuller and Phillip-Perron unit root test to check the stationarity. The autoregressive distributed lag (ARDL)-bound test is applied to check co-integration existence. …”
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Factors influencing commercial bank profitability in Bangladesh: a panel data approach by Taslima Akther, Mushfiqur Rahman, Md. Mufidur Rahman

“…Pooled, fixed, and random effects models and unit root tests are employed on panel data for 24 commercial banks listed in Dhaka stock exchange from 2014 to 2020. …”
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Modelling volatility effects between stock, oil, gold and forex markets: Evidence from India by Varsha Ingalhalli, Prachi Kolamker

“…This is done to examine if these events’ financial turmoil affects market interconnectivity. The unit root test determines data stationarity. The ARCH LM test examines series volatility clustering, and the BEKK GARCH test examines market volatility spillover. …”
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The Association between Foreign Investment and Gross Domestic Product in Ten ASEAN Countries by Rosdiana Sijabat

“…For this examination, this study employs a cross-sectional dependency test, followed by panel unit root and panel cointegration testing. From the results of this test, Dumitrescu–Hurlin Panel Causality (DHPC) analysis is conducted. …”
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The Asymmetric Impact of Oil Price Shocks on Sectoral Returns in Pakistan: Evidence from the Non-Linear ARDL Approach by Basit Ali, Dilawar Khan, Muhammad Shafiq, Róbert Magda, Judit Oláh

“…First, the findings of the unit root tests identified that all data series are stationary at first difference. …”
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Does Internet Usage Stimulate the Accumulation of Social Capital? A Panel Investigation for OECD Countries by Mohammad Salahuddin, Khorshed Alam, Lorelle Burton

“…Having found the cross sectional dependence, a cross-sectionally augmented IPS (CIPS) unit root test is conducted to check for stationarity of data. …”
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Does Internet Usage Stimulate the Accumulation of Social Capital? A Panel Investigation for OECD Countries by Mohammad Salahuddin, Khorshed Alam, Lorelle Burton

“…Having found the cross sectional dependence, a cross-sectionally augmented IPS (CIPS) unit root test is conducted to check for stationarity of data. …”
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Machine Learning to Forecast Financial Bubbles in Stock Markets: Evidence from Vietnam by Kim Long Tran, Hoang Anh Le, Cap Phu Lieu, Duc Trung Nguyen

“…The PSY procedure, which involves a right-tailed unit root test to identify the existence of financial bubbles, was employed to achieve this goal. …”
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Random walk tests for the MENA stock returns by Zeravan Abdulmuhsen Asaad, Bayar Mohamed Rasheed Omer

“…Method — Various non-parametric methods, including autocorrelation test, variance ratio test, Phillips-Perron unit root test, and runs test, are used to assess the random walk hypothesis for daily data following the Covid-19 vaccination program. …”
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المحددات الرئيسة للادخار القومي في سورية دراسة قياسية للفترة 1980-2012 م by عدنان العربيد, ربا كنيفاتي

“…The purpose of this research is to determine the variables that affect Syria’s national savings, by testing the expected variables, applying the unit root test on the time series of the variables, then using the Johansen cointegration test and an error correction model. …”
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An analysis of the association among carbon dioxide emissions, energy consumption and economic performance: an econometric model by Khurram Ejaz Chandia, Ifra Gul, Saira Aziz, Binesh Sarwar, Salman Zulfiqar

“…The data has been checked for its stationarity by applying the augmented Dickey-Fuller (ADF) unit root test, and then a cointegration test helped in the estimation of long-run equilibrium association between environmental variables. …”
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Examining rational bubbles in global natural gas prices: Evidence from frequency domain estimates by Adedoyin I. Lawal, Ezekiel Oseni, Bukola B. Lawal-Adedoyin, Abigail O. Dicktonye, Elizabeth B. Ogunwole

“…This study examined whether rational bubbles existed in the three major natural gas markets by employing Fourier unit root tests and a nonparametric rank test for cointegration. …”
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