Cointegration and Unit Roots. by Dolado, J, Jenkinson, T, SosvillaRivero, S

“…The analysis of cointegration develops out of the esxistence of unit roots and offers a generic route to test the validity of the equilibrium predictions of economic theories. …”

Unit Roots and Structural Breaks by Pierre Perron

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On the Interactions of Unit Roots and Exogeneity. by Hendry, D

“…The paper considers the impact on estimation and inference of interactions between the existence of unit roots in a data generation process and the presence or absence of weak and strong exogeneity of conditioning variables for the parameters of interest in individual cointegrated linear relationships. …”

On the Interactions of Unit Roots and Exogeneity. by Hendry, D

“…The paper considers the impact on estimation and inference of interactions between the existence of unit roots in a data generation process and the presence or absence of weak and strong exogeneity of conditioning variables for the parameters of interest in individual cointegrated linear relationships. …”

Testing for Unit Roots with Cointegrated Data by W. Robert Reed

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A Survey of Spatial Unit Roots by Badi H. Baltagi, Junjie Shu

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Cointegration and Unit Roots: A Survey by Jenkinson, T, Dolado, J, Sosvilla-Rivero, S

“…The analysis of cointegration develops out of the existence of unit roots and offers a generic route to test the validity of the equilibrium predictions of economic theories. …”

An Empirical Study of Seasonal Unit Roots in Forecasting. by Clements, M, Hendry, D

“…It is shown that if there are shifts in the deterministic seasonal components then the imposition of unit roots can partially robustify sequences of rolling forecasts, yielding improved forecast accuracy. …”

Unit root modeling for trending stock market series by Afees A. Salisu, Umar B. Ndako, Tirimisiyu F. Oloko, Lateef O. Akanni

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Structural Breaks and Unit Roots in Indian Macroeconomic Variables by K.G. SURESH, C.S. SHYLAJAN

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Testing for seasonal unit roots in Brazilian monetary series by Antonio Aguirre

“…The test procedures proposed by Beaulieu and Miron (1993) are applied to determine the presence of unit roots at the zero frequency as well as the seasonal frequencies. …”
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Missing Values in Panel Data Unit Root Tests by Yiannis Karavias, Elias Tzavalis, Haotian Zhang

Subjects: “…panel unit root tests…”
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Impact of Model Specification Decisions on Unit Root Tests by Atiq-ur-Rehman

“…Performance of unit root tests depends on several specification decisions prior to their application, e.g., whether or not to include a deterministic trend. …”
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Bartlett correction of the unit root test in autoregressive models. by Nielsen, B

Cointegration and Unit Root Tests: A Fully Bayesian Approach by Marcio A. Diniz, Carlos A. B. Pereira, Julio M. Stern

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A note on unit root testing in the presence of level shifts by Giuseppe Cavaliere, Iliyan Georgiev

“…In this note we discuss the properties of Augmented-Dickey-Fuller [ADF] unit root tests for autoregressive processes with a unit or near-unit root in the presence of multiple level shifts of large size. …”
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Jackknife Bias Reduction in the Presence of a Near-Unit Root by Marcus J. Chambers, Maria Kyriacou

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exuber: Recursive Right-Tailed Unit Root Testing with R by Kostas Vasilopoulos, Efthymios Pavlidis, Enrique Martínez-García

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Analysing Unit Root Properties of Macro-Economic Variables for Turkey by Erkan Kara, Fatih Azman, Oğuzhan Kodalak

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bootUR: An R Package for Bootstrap Unit Root Tests by Stephan Smeekes, Ines Wilms

“…Unit root tests form an essential part of any time series analysis. …”
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