Properties of tests for mis-specification in non-stationary autoregressions by Sohkanen, J, Jouni Sohkanen

“…</p><p>In Chapter 5, we consider inference on the parameters associated with the stationary part of the process, together with tests for a unit root, lag length, variance constancy, and normality of the regression innovations. …”

Factors affecting gross domestic product in Malaysia / Muhammad Azri Shahizan Mohd Zamhor by Mohd Zamhor, Muhammad Azri Shahizan

“…Annual time series data for the 1970 to 2014 periods, the Autoregressive Distributed Lag (ARDL) and Unit Root Test such as Augmented Dickey Fuller (ADF) and Phillips Perron (PP) are used for the analysis. …”
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The performance of unit trust fund in Malaysia / Nur Nadhirah Sabar by Sabar, Nur Nadhirah

“…Thus, descriptive analysis, unit root test, regressions analysis and heteroskedasticity – white test were used in the analysis. …”
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The effects of macroeconomic variables towards housing price in Malaysia / Nur Farahin Abdul Rahman by Abdul Rahman, Nur Farahin

“…Those data were analyzedusing descriptive analysis, unit root test, correlation matrix and regression analysis. …”
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The Impact of Oil and Liquefied Natural Gas (LNG) Prices on Economic Sectors in Malaysia by Nur Surayya Mohd Saudi, Wong, Hock Tsen

“…Annual time series data were collected from 1985 to 2015.Econometrics methods like unit root, co-integration, VECM and causality test were tested to identify a long run relationship and causality from energy prices to economic sector. …”
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The cointegration and causality tests for tourism and trade in Malaysia by Kadir, Norsiah, Jusoff, Kamaruzaman

“…All analyses have been conducted with quarterly data of international tourism receipts, exports, imports and total trade of Malaysia, over the period of 1995:1 through 2006:4. The results of the unit root tests indicate that the data are stationary in first-difference and not in level. …”
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Estimation methodology of short term natural rubber price forecasting models by Khin, Aye Aye, Mohamed, Zainal Abidin, Shamsudin, Mad Nasir, Chiew, Eddie Fook Chong, Mohamed, Fatimah

“…The data were tested for unit root and Vector Error Correction and co-integration method was used to estimate the parameters of the model. …”
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On the sustainability of current account deficits: evidence from four ASEAN countries by Baharumshah, Ahmad Zubaidi, Lau, Evan, Fountas, Stilianos

“…The analysis is based on various unit root and cointegration procedures including those allowing for a structural break to deal with the major shortcomings of previous studies. …”
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Unemployment, Job Vacancy And Beveridge Curve In Malaysia, Singapore And The Philippines by Subramaniam, Thirunaukarasu

“…The order of integration is first determined by using various unit root tests namely ADF Test and PP Test. Next, the appropriate cointegration method is used based on the order of integration. …”
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analysing the price discovery function of crude palm oil futures (fcpo) before and after shari'ah-compliance by Ahmad, Noryati

“…The results of the Augmented Dickey Fuller (ADF) and Philips Perrons (PP) unit root tests suggest that the CPO and FCPO series are integrated at first difference. …”
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Analysis of the Causality Links between the Growth of the Construction Industry and the Growth of the Nigerian Economy by Abubakar, Mu'awiya, Abdullahi, Muhammad, Bala, Kabir

“…Econometric techniques such as unit root test, Granger causality test and Johansen's co-integration test were conducted to establish the actual relationship between the output of the construction sector (CS) and the gross domestic product (GDP) of the country. …”
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The nexus between mortgage financing and economic growth in Malaysia: a comparative analysis of islamic and conventional banks by Afsheen, Saima

“…The study employs basic statistics, unit root test, a Johansen cointegration test and Vector Error Correction Model (VECM) for the empirical relationship. …”
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How terrorism and macroeconomic factors impact on returns: a case study of Karachi Stock Exchange by Bilal, A. R., Abu Talib, N. B., Ul Haq, I., Ali Khan, M. N. A., Islam, T.

“…Various statistical techniques are used include unit root Augmented Dickey Fuller test, Phillip Perron, Johansen's co-integration, Granger's causality test, ARCH, GARCH and GARCH-EVT. …”

Forecasting performance of mixed data sampling (MIDAS) regressions, autoregressive distributed lag (ADL) model and hybrid of GARCH-MIDAS model: a comparative study by Bawa, M. U., Shabri, Anil, Dikko, H. G., Garba, J., Sadiku, S.

“…The data employed for this study was secondary type in nature for all the variables and it is obtained from the publications of Central Bank of Nigerian bulletin, National Bureau of Statistics and World Bank Statistics Database dated, January, 2005 to Dec, 2019. The result of unit root test shows that all variables are stationary at level and after first differences at 5% level of significant. …”
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A study on mapping out alliance between economic growth and foreign direct investment in Pakistan by Mehmood, Khawaja Asif, Hassan, Sallahuddin

“…Johansen Juselius technique of co-integration is employed for the precise statistical findings.Unit root test is computed in terms of Augmented Dickey Fuller Test (ADF). …”
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Long run dynamic relationships between oil prices, exchange rates, stock market and interest rate in Malaysia by Nordin, Sabariah, Tapa, Afiruddin, Al-Jaifi, Hamdan

“…Weekly data from 1 January 2006 until 22 April 2018 were used. Unit root tests of ADF and PP reveal that all variables are non-stationary at level and become integrated and stationary at first differential series, hence ratify that these variables can be used for further long run investigation. …”
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The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach by Chang, Bisharat Hussain, Sharif, Arshian, Aman, Ameenullah, Mohd Suki, Norazah, Salman, Asma, Khan, Syed Abdul Rehman

“…In particular, enhanced empirical estimations are used to provide an in-depth understanding of the sensitivity of stock indices towards oil price fluctuation. Quantile unit root test and quantile cointegration tests are used to examine the integrating properties of the underlying variables. …”
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The Impact of Trade Openness on Manufacturing Sector Performance Evidence from Malaysia by Neoh, Sun Fu, Lai, Tian So

“…The Augmented Dickey-Fuller (ADF) unit root test was adopted to determine the stationarity of time series data. …”
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A nexus between air pollution, energy consumption and growth of economy: A comparative study between the USA and China-based on the ARDL bound testing approach by Mansoor Ahmed KOONDHAR, Lingling QIU, Houjian LI, Weiwei LIU, Ge HE

“…To examine the long-run equilibrium relationship, there was performed the ARDL bound test. Results of unit root indicated that all the variables were integrated of order one. …”
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The effect of the stratospheric QBO on the neutral density of the D region by Selçuk Sağır, Ramazan Atıcı, Osman Özcan, Nurullah Yüksel

“…Before applying the model for the statistical analysis of the relationship, the stationary of the variables is investigated by using the unit root test. The relationship between the variables is also investigated by using the co-integration test. …”
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