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Title: To test the null hypothesis of a unit root, the ADF test : Post by: qwertyup23 on Jan 28, 2018 To test the null hypothesis of a unit root, the ADF test
A) has higher power than the so-called DF-GLS test. B) uses complicated interative techniques. C) cannot be calculated if the variable is integrated of order two or higher. D) uses a t-statistic and a special critical value. Title: To test the null hypothesis of a unit root, the ADF test : Post by: Trinh Vy on Jan 28, 2018 Content hidden
Title: To test the null hypothesis of a unit root, the ADF test : Post by: qwertyup23 on Jan 28, 2018 Thanks for your help!
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