Description
Comprehensive Unit Root and Stationarity Tests.
Description
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>.