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Cointegration and Unit Root Tests: A Fully Bayesian Approach [PDF]
Entropy, 2020 To perform statistical inference for time series, one should be able to assess if they present deterministic or stochastic trends. For univariate analysis, one way to detect stochastic trends is to test if the series has unit roots, and for multivariate ...
Marcio A. Diniz +2 more
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Persistence in ecological footprint inequality across European Union countries: evidence from unit root tests [PDF]
BMC Ecology and EvolutionTo develop effective and equitable emission reduction policies in the European Union, it is necessary to consider not only the level of environmental inequality but also its persistence over time.
Şekip Yazgan +4 more
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Missing Values in Panel Data Unit Root Tests
Econometrics, 2022 Missing data or missing values are a common phenomenon in applied panel data research and of great interest for panel data unit root testing. The standard approach in the literature is to balance the panel by removing units and/or trimming a common time ...
Yiannis Karavias +2 more
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bootUR: An R Package for Bootstrap Unit Root Tests
Journal of Statistical Software, 2023 Unit root tests form an essential part of any time series analysis. We provide practitioners with a single, unified framework for comprehensive and reliable unit root testing in the R package bootUR.
Stephan Smeekes, Ines Wilms
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Smooth Break Detection and De-Trending in Unit Root Testing
Mathematics, 2021 This study explores the methods to de-trend the smooth structural break processes while conducting the unit root tests. The two most commonly applied approaches for modelling smooth structural breaks namely the smooth transition and the Fourier functions
Furkan Emirmahmutoglu +3 more
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UNIT ROOT TESTS WITH WAVELETS [PDF]
Econometric Theory, 2010 This paper develops a wavelet (spectral) approach to testing the presence of a unit root in a stochastic process. The wavelet approach is appealing, since it is based directly on the different behavior of the spectra of a unit root process and that of a short memory stationary process. By decomposing the variance (energy) of the underlying process into
Gençay, Ramazan, Fan, Yanqin
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Testing the Validity of Purchasing Power Parity for Syria: Evidence from Non-Linear Unit Root Tests
Syrian Journal for Science and Innovation, 2023 This study aims to examine the empirical validity of Purchasing Power Parity (PPP) hypothesis for Syria in the context of unit root tests based on linear and non-linear models.
Linda Ali Ismaiel
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Rank tests for unit roots [PDF]
Journal of Econometrics, 1997 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Breitung, Jörg, Gouriéroux, Christian
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A Monte Carlo study on the size and power of panel unit root tests: Limitations in small data sets
Croatian Operational Research Review, 2023 The aim of this paper is to explore the properties of various panel unit root tests in terms of their power and size regarding different panel data structures, with a special focus on small data samples.
Ivana Mravak
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Comparative Economic Research, 2021 Suicides represent an encompassing measure of psychological wellbeing, emotional stability as well as life satisfaction, and they have been recently identified by the World Health Organization (WHO) as a major global health concern.
Izunna Anyikwa +2 more
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