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qwertyup23 qwertyup23
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7 years ago
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.
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Trinh V.Trinh V.
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7 years ago
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qwertyup23 Author
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7 years ago
Thanks for your help!
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