Comprehensive Unit Root and Stationarity Tests

A unified framework for unit root and stationarity testing including quantile ADF tests (Koenker and Xiao, 2004) , GARCH-based unit root tests with endogenous structural breaks (Narayan and Liu, 2015) , 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) .