# Unit roots tests

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• ### The Financial Econometrics

The aim of this textbook is to provide a step-by-step guide to financial econometrics using EViews 6.0 statistical package. It contains brief overviews of econometric concepts, models and data analysis techniques followed by empirical examples of how they can be implemented in EViews. This book is written as a compendium for undergraduate and graduate students in economics and finance. It also can serve as a guide for researchers and practitioners who desire to use EViews for analysing financial data.

• ### Does the Alberta Tar Sands Industry Pollute? The Scientific Evidence

Only statistical inference with stationary variables provides valid results. In simple words, this is because if variables are non-stationary then any correlation between the explanatory and the dependent variable could be due to the trending in both variables that is caused by a third variable not included in the model. We tested for the non-stationarity of the variables in our model formally with the help of Levin, Lin and Chu’s (2002) unit root test for panel data.

• ### America’s Commitment to Retirement Security Investor Attitudes and Actions

The rest of the paper is set out as follows. Section 2 provides an overview of the theoretical arguments that motivate nonlinear mean- reverting behavior in the futures basis. Section 3 discusses the class of nonlinear models employed for modeling the futures basis. Section 4 describes the data set.

• ### Deposit Insurance, Institutions and Bank Interest Rates

The structure of the paper is as follows. Section 2 discusses the literature on both measuring competition and the bank interest rate pass-through. Section 3 describes the Boone indicator of competition and Section 4 the employed interest rate pass-through model of the error-correction type and the applied panel unit root and cointegration tests. Section 5 presents the various data sets used. The results on the various tests and estimates of the spread model and the error correction model equations are shown in Section 6. Finally, Section 7 summarises and concludes....