Testing for a Unit Root in Time Series with TARCH-Skew-t Errors

By Zuo-xiang Peng. 2006

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Fertility Determinants and Economic Uncertainty: An Assessment Using European Panel Data (2010, methodology): “Standard tests for the presence of a unit root based on the work of Dickey and Fuller (1979, 1981), Perron (1988), Phillips (1987) and Phillips and Perron (1988) 13 and Kwiatkowski et al. (1992) 14 were used to investigate the degree of integration of the variables for each country used in the…”
Financial Development and Income Inequality: Is There Any Financial Kuznets Curve in Iran? (2014, methodology): “P by Phillips and Perron (1988), KPSS by Kwiatkowski et al. (1992), DF-GLS by Elliott et al. (1996) and Ng-Perron by Ng-Perron (2001).”
The effects of oil price shocks on the Iranian economy (2009, methodology): “The order of integration for each variable is determined using Augmented Dickey and Fuller (1979) and Phillips and Perron (1988) tests.”
Tourism-Led Growth Hypothesis: A Case Study of Pakistan (2013, unknown): “It is based on four test statistics of Phillips and Perron Za and Zt statistics (Phillips & Perron, 1988), the Bhargava (1986) R1 statistic and the Elliott, Rothenberg, and Stock, 1996 point optimal statistic.”
Can China contribute more to the fight against global warming (2006, background): “Augmented Dickey and Fuller (1979) (ADF), Phillips and Perron (1988) (PP), Kwiatkowski, Phillips, Schmidt, and Shin (1992) (KPSS) that are frequently used in literature, but criticized due to their low power properties for small samples.”