Popularity of Unit Root Tests - A Review
Badri Rath and
Vaseem Akram ()
Additional contact information
Vaseem Akram: Indian Institute of Technology Hyderabad, India
Asian Economics Letters, 2021, vol. 2, issue 4, 1-5
Abstract:
This study undertakes a systematic literature review on recent developments in unit root tests. We highlight popular unit root tests developed since 2010 based on the number of citations. We observe from the literature that the most popular unit root test is the Narayan and Popp unit root test and the least popular test is the quantile nonlinear unit root test, mainly because it was developed only recently. The use and popularity of the recently developed unit root tests can be judged only after 5 to 10 years.
Keywords: citations; narayan and popp unit root test; unit root tests (search for similar items in EconPapers)
JEL-codes: C22 (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)
Downloads: (external link)
https://a-e-l.scholasticahq.com/api/v1/articles/24 ... t-tests-a-review.pdf (application/pdf)
Related works:
Journal Article: Popularity of Unit Root Tests - A Review (2022) 
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:ayb:jrnael:46
Access Statistics for this article
Asian Economics Letters is currently edited by Chun-Ping Chang (Shih Chien University, Taiwan) and Professor Chien-Chiang Lee (Nanchang University, China)
More articles in Asian Economics Letters from Asia-Pacific Applied Economics Association Contact information at EDIRC.
Bibliographic data for series maintained by Asia-Pacific Applied Economics Association ().