Lecture 11 and 12

Just posted slide set about cointegration  for lect 11 and 12. 

Today we will do a litte more of ADF (agumented Dickey-Fuller) testing of the unit root hypothesis, before moving on to cointegration theory.

R

Published Nov. 9, 2017 8:54 AM - Last modified Nov. 9, 2017 8:54 AM