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Unit Root Tests [PDF]

, 1995
Classical and Bayesian unit root test procedures are reviewed, with an emphasis on testing principles and recent developments. A numerical illustration and annotated references and bibliography are provided.
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Distribution of the Estimators for Autoregressive Time Series with a Unit Root

, 1979
D. Dickey, W. Fuller
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The Great Crash, The Oil Price Shock And The Unit Root Hypothesis

, 1989
Pierre Perron
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Unit root tests in panel data: asymptotic and finite-sample properties

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Andrew T. Levin, C. Lin, C. Chu
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LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME SERIES WITH A UNIT ROOT

, 1981
D. Dickey, W. Fuller
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Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?

, 1992
D. Kwiatkowski, P. Phillips, P. Schmidt, Y. Shin   +3 more
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Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks

Review of Economics and Statistics, 2003
Junsoo Lee, Mark Strazicich
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Unit root tests for panel data

, 2001
In Choi
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