Intellectual Capital and Its Effect on the Financial Performance of Pharmaceutical Companies by Vahid Kafili, Mehdi Mirzaei Nezamabad, Hossein Hosseinloo

“…The results of the Levin, Lin, and Chu (LLC) panel unit root test for all variables indicate that all variables used in panel regressions are stationary at level. …”
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Privatization on Environmental Pollution in Iran: Application of TVP-VAR Method by Saman Ghaderi, Ramin Amani, Mahabad Amini

“…Then, the data durability was checked through the unit root test of Zivot and Andrews (1992), considering the structural break. …”
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The Impact of Monetary Policy on Inflation in Oil Developing Countries and Developed Countries by Abdolrahim Hashemi Dizaj, Hatef Hazeri Niri, Saied Samadzadeh

“…In order to avoid false regression, first the unit root test of function variables is calculated. …”
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Limit Theory for Stationary Autoregression with Heavy-Tailed Augmented GARCH Innovations by Eunju Hwang

“…However, this present work provides a bridge between pure stationary and unit-root processes. This paper extends the existing uniform limit theory with three issues: the errors have conditional heteroscedastic variance; the errors are heavy-tailed with tail index <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>α</mi><mo>∈</mo><mo>(</mo><mn>0</mn><mo>,</mo><mn>4</mn><mo>)</mo></mrow></semantics></math></inline-formula>; and no restriction on the rate of <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mi>ρ</mi><mi>n</mi></msub></semantics></math></inline-formula> is necessary.…”
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Modeling the Dynamic Financial Condition Index (FCI) and Assessing Its Effectiveness in Predicting Iran’s Stock ‎Returns by Seyed Aziz Arman, Ebrahim Anvari, Samere RakiKianpour

“…FindingsThe augmented Dickey-Fuller (ADF) and Zivot-Andrews unit root tests were performed. All the series were stationary in level or first differences. …”
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The Asymmetric Effects of Economic Policy Uncertainty and Oil Price on Carbon Dioxide Emissions in Iran by Narges Sanjari Konarsandal, Behnam Elyaspour, Roohollah Babaki

“…Results and Discussion: First, the stationarity of the variables was checked using the Phillips–Perron test. The results of the unit root test show that all the variables are I(1). …”
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Investigating the effect of trust on economic growth in developed and developing countries (Generalized Method of Moments (GMM)) by Afson Rahimi, Saeed Garshasbi Fakhr, Hamid Asayesh

“…Also, the results show that all explanatory variables have unit root and the Kau test indicates a long-term relationship between variables and economic growth. …”
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Investigating Drivers of the Price of Meat Types in Iran Using Panel-SVAR Model by R. Heydari

“…The optimal lags length for the Panel-VAR model, using the criterion of Schwartz-Bayesian, was determined as 2. The unit root test of the circle also showed that the estimated Panel-VAR model provides the stability condition. …”
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The Impact of Institutional and Cultural Variables on Attracting Foreign Direct Investment and Economic Development (A Selection of Developing Countries) by Kianosh Mansoor Lakoraj, Sadegh Bakhtiari Koohsorkhi, Sara Ghobadi

“…According to the results of unit root test, in order to prevent false regression, Kao co-integration test has been performed in order to investigate the existence of long-term relationship between variables. …”
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Assessing the Impact of Public Sector Policies on Tax Evasion in Iran and Selected Countries by Naser Yousefnezhad, Ali Akbar Farzinfar, Hossein jabbari, Mehdi Safari Griyly, Hasan Ghodrati

“…Before estimating the model, the static variables of the model are checked using unit root tests. Because if the model variables are anonymous, the estimated regressions are fake and have lower reliability. …”
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Evaluating macroeconomic shocks on banking stability with A Factor-Augmented Vector Autoregressive (FAVAR) Approach (case study: Iran's economy) by Aso Eesmailpour, Jafar Hagheghat, Zahra Karimi Takanlou

“…Since it is necessary to estimate the factors using the generalized factor vector self-explanatory pattern, the variables are stationary, tests such as Dickey-Fuller's generalized unit root test and Phillips Peron's have been performed on the variables. …”
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Seasonal integration and co-integration : modelling tourism demand in Singapore. by Chen, Yen Yu.

“…The results indicate that unit roots at zero frequencies are present in all series. …”
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The applied perspective for seasonal cointegration testing by Andre Luis Rossi de Oliveira, Paulo Picchetti

“… While the literature on cointegration deals exclusively with the case of cointegration at the long-run or zero frequency between series in a vector of economic variables, it may happen that unit-roots are also present at the seasonal frequencies, and hence the concept of cointegration can be extended to the case of seasonal cointegration. …”
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Forecasting in Cointegration Systems. by Clements, M, Hendry, D

“…We consider the implications for forecast accuracy of imposing unit roots and cointegrating restrictions in linear systems of I(1) variables in levels, differences, and cointegrated combinations. …”

Explaining Cointegration Analysis: Part 1. by Hendry, D, Juselius, K

“…We then describe how to test for unit roots and cointegration. Monte Carlo simulations and empirical examples illustrate the analysis.…”

Analysis of coexplosive processes. by Nielsen, B

“…A vector autoregressive model allowing for unit roots as well as an explosive characteristic root is developed. …”

Analysis of co-explosive processes. by Nielsen, B

“…A vector autoregressive model allowing for unit roots as well as explosive characteristic roots is developed. …”

14.384 Time Series Analysis, Fall 2002 by Kuersteiner, Guido M.

“…Theory and application of time series methods in econometrics, including representation theorems, decomposition theorems, prediction, spectral analysis, estimation with stationary and nonstationary processes, VARs, unit roots, and cointegration. From the course home page: Course Description The course is an introduction to univariate and multivariate time series models. …”
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Predicting the Number of Suicides in Japan Using Internet Search Queries: Vector Autoregression Time Series Model by Kazuya Taira, Rikuya Hosokawa, Tomoya Itatani, Sumio Fujita

“…ResultsIn the original series, unit roots were found in the trend model, whereas in the first-order difference series, both men (minimum tau 3: −9.24; max tau 3: −5.38) and women (minimum tau 3: −9.24; max tau 3: −5.38) had no unit roots for all variables. …”
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APLIKASI UJI AKAR-AKAR UNIT DAN KOINTEGRASI DAMPAK INFLASI TERHADAP SEKTOR PERTANIAN DENGAN STRUCTURAL BREAK SISTEM NILAI TUKAR MENGAMBANG BEBAS by , Rahmad Hadi Nugrohol

“…For understanding the stasionarity of the time series data using in this research, i.e. inflation, GDP agriculture sector, price agregate of price received and paid by farmers and wage in agriculture sector, unit roots test is used. In addition,&nbsp…”