Special Topics in Unit Root Tests

1. Unit Root Test with Stationary Covariates

– Hansen (1995) and Elliot and Jansson (2003)

2. Stationary Test with Stationary Covariates- Jansson (2004)

3. Nonlinear Test with Stationary Covariates– Tsong (2011)

4. Threshold Unit Root Test

- Caner and Hansen (2001)

5. Fourier Unit Root Test

 - Ludlow and Enders (2000, 2002) and Enders and Lee (2012)

6. Fourier Stationary Test

 – Becker et al. (2006)

7. AESTAR Unit Root Test– Sollis (2009)

8. Unit Root Test with two Breaks – and Narayan and Popp (2010, 2013)

9. TAR and MTAR Unit Root Tests– Enders and Granger (1998)

Special Topics in Cointegration Tests

1. ARDL Bound Test– Pesaran et al. (2001)

2. ADL Test for Threshold Cointegration– Li and Lee (2010)

3. Cointegration Test with one Break

- Gregory and Hansen (1996)

4. Cointegration Test with Two Breaks –

Hatemi-J (2009)

5. Nonparametric Rank Test for Cointegration– Breitung (2001)

6. Threshold Cointegration– Enders and Siklos (2001)

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