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