# Unit Root Test

### Residual Augmented Fourier ADF Unit Root Test

**unit**

**root**

**test**of Enders and Lee (2012a) is extended using the RALS estimation procedure of Im and Schmidt ...While

**unit**

**root**tests of the FADF type allow smooth transitions of the ...

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### A New Nonlinear Unit Root Test with Fourier Function

**unit**

**root**tests display a tendency to be nonstationary in the case of structural breaks and ...nonlinear

**unit**

**root**

**test**. This

**test**eliminates this problem to add ...

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### LM Unit Root Test with Panel Data: A Test Robust To Structural Changes

**unit**

**root**

**test**based on the Lagrangian multiplier (LM) ...LM

**test**based on the pooled likelihood function is given as the sum of the N individual LM statistics for each time ...normal ...

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### A unit root test based on smooth transitions and nonlinear adjustment

**unit**

**root**testing procedure which considers jointly for structural breaks and nonlinear ...of

**test**is quite close to the nominal one and in terms of power; the new

**unit**

**root**...

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### A unit root test based on smooth transitions and nonlinear adjustment

**unit**

**root**testing procedure which considers jointly for structural breaks and nonlinear ...of

**test**is quite close to the nominal one and in terms of power; the new

**unit**

**root**...

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### A unit root test based on smooth transitions and nonlinear adjustment

**unit**

**root**testing procedure which considers jointly for structural breaks and nonlinear ...of

**test**is quite close to the nominal one and in terms of power, the new

**unit**

**root**...

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### Empirical Similarity-Based Approach for Selection of Unit Root Test

**unit**

**root**tests in time series ...reliable

**unit**

**root**...for

**unit**

**root**tests selection especially when prior knowledge of the autoregressive parameter value is not ...

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### A New Bayesian Unit Root Test in Stochastic Volatility Models

**test**for a

**unit**

**root**in volatility dynamics in the context of stochastic volatility ...Bayesian

**unit**

**root**

**test**of So and Li (1999, Journal of Business Economic Statistics) in ...

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### Size distortion of bootstrap tests: application to a unit root test

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### Size distortion of bootstrap tests: application to a unit root test

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### An Improved Panel Unit Root Test Using GLS-Detrending

**Unit**

**root**tests are commonly used to address this ...(ADF)

**unit**

**root**...this

**test**, which leads to a vast literature attempting to overcome these ...ADF

**test**by combining ...

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### Minimum LM Unit Root Test with One Structural Break

**unit**

**root**

**test**does not matter under the null, it does matter when the alternative is ...in

**unit**

**root**tests that makes it more difficult to reject a false null ...LM

**test**...

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### Panel Seasonal Unit Root Test With An Application for Unemployment Data

**unit**

**root**

**test**of Hylleberg et ...(2002).

**Test**statistics are proposed and critical values are obtained by ...new

**test**is applied for unemployment behaviour in industrialized ...

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### A nonlinear panel unit root test under cross section dependence

**unit**

**root**tests allowing for cross-section dependence have been proposed in the ...panel

**unit**

**root**

**test**for testing the null hypothesis of

**unit**-

**root**processes ...

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### Panel Unit Root Test with Nonlinear Mean Reversion and Smooth Breaks

**unit**

**root**

**test**that accounts jointly for the non-linear adjustments and structural ...the

**test**itself is still relying on the strong assumption of cross-sectional independence and, ...

9

### A New Nonlinear Wavelet-Based Unit Root Test with Structural Breaks

**unit**

**root**tests have very weak power properties, especially in the case of negative moving averages ...wavelet-based

**unit**

**root**...wavelet-based

**unit**

**root**tests, there ...

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### Why not use standard panel unit root test for testing PPP

**unit**

**root**

**test**statistics when testing the PPP theory. All the tests investigated are in‡uenced by a large extent. In ...

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### A Robust Panel Unit Root Test in the Presence of Cross Sectional Dependence

**unit**

**root**

**test**which is normally distributed ( Philips & Sul, 2003 ; Banerjee, 1999 ...robust

**unit**

**root**

**test**in the panel data model is proposed which aims at ...

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### A Simple Panel Unit Root Test in the Presence of Cross Section Dependence

**unit**roots in heterogeneous panels has at- tracted a great of deal ...panel

**unit**

**root**

**test**could partly deal with the ...panel

**unit**

**root**tests have been proposed in the ...

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### A Nonlinear Panel Unit Root Test under Cross Section Dependence

**unit**

**root**tests allowing for cross section dependence have been pro- posed in the ...panel

**unit**

**root**

**test**for testing the null hypothesis of

**unit**-

**root**processes ...

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