Unit Root

It's a primer problem of unit root test that establishing the null hypothesis reasonably, which is not studied deeply up to now.

Meanwhile, we compared the sensitivity among the different methods of unit root testing.

Unit-root test, Co integration test and Granger Causality test are applied to analyze factors of construction industrial growth.

As for the modern macroeconomic theory, Unit Root Revolution extends the theory of Business Cycles.

However, ignoring possible structural changes can mistake the conclusion of the commonly used unit root tests.

The article discusses non-stationarity and unit root tests and presents an outlook for the considered variables.

Finally, we recommend a pre-test method of detecting the outliers which are influential observation to unit root testing.

Hundreds of literatures on the unit root test under breaks show that structural changes and unit root test entangle with each other.

We apply panel unit root and cointegration tests allowing for heterogeneity.

The paper builds up a TAR model with unit root to make an analysis of China's inflation rate since 1990.

Finally, an example is presented to illustrate the Lagrange multiplier statistics for unit root tests.

It might be that Unit root tests are not reliable to some extent.

Unit root testing is the foundation of co integration model and VEC model.

Dickey fuller test for a unit root!

In this paper we propose Lagrange multiplier tests of joint hypotheses based on the ADF unit root tests.

The unit root test finds that all variables are not stationary and are I(1) series.

Some stylized facts of nominal exchange rate returns: unit root property, parity condition, calendar effects, heavy tail phenomenon

Consumption Function of the Yangtze River Valley: A Panel Unit Root and Cointegration Analysis

Bayesian Diagnosis for Autocorrelation of Random Error Series and Its Unit Root Test

Functional Central Limit Theorem approximations and ADF Unit Root Test of Financial Time Series With GARCH-GED Error Term

FDI; Govemment Investment; Personal Investment; Economic Growth Theory; Unit Root and Cointegration Tests for Panel Data;

Unit Root Test with the Weighted Symmetric Estimator for the Seasonal Time Series

Research on the difference between trend stability and unit root process with intercept

Unit Root Test Allowing for Structural Breaks: A Literature Review

The Comparison of Small Sample Properties for De-trending Unit Root Tests

Finite Sample Property and Application of the Unit Root Test MGLS Statistics

Unit Root Test for Seasonal Time Series with Seasonal Linear Trend

Table 1 Result of series unit root test

Study on the unit root process of structure change for China's electric power demand

Small Sample Properties of De-Trending Unit Root Test

Seasonal Unit Root Test on China's Monthly Export Data

Comparative Study on Unit Root Tests

Unit root test of time series data

Unit root test of panel data

Unit Root Test with Structural Change of Stock Markets in China