unitrootests (Q7369478)
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Comprehensive Unit Root and Stationarity Tests
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | unitrootests |
Comprehensive Unit Root and Stationarity Tests |
Statements
A unified framework for unit root and stationarity testing including quantile ADF tests (Koenker and Xiao, 2004) <doi:10.1198/016214504000001114>, GARCH-based unit root tests with endogenous structural breaks (Narayan and Liu, 2015) <doi:10.1016/j.eneco.2014.11.021>, and comprehensive Dickey-Fuller, Phillips-Perron, KPSS, ERS/DF-GLS, Zivot-Andrews, and Kobayashi-McAleer tests with an Elder-Kennedy decision strategy (Elder and Kennedy, 2001) <doi:10.1080/00220480109595179>.
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28 September 2026
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