DEPARTMENT OF ECONOMICS AND FINANCE COLLEGE OF BUSINESS AND ECONOMICS UNIVERSITY OF CANTERBURY CHRISTCHURCH, NEW ZEALAND Unit Root Tests, Size Distortions, and Cointegrated Data

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Date: 2014-12-13 11:42:34 Dickey–Fuller test Cointegration Phillips–Perron test Unit root test Breusch–Godfrey test Distributed lag Unit root Autocorrelation Autoregressive conditional heteroskedasticity Statistics Time series analysis Statistical tests		DEPARTMENT OF ECONOMICS AND FINANCE COLLEGE OF BUSINESS AND ECONOMICS UNIVERSITY OF CANTERBURY CHRISTCHURCH, NEW ZEALAND Unit Root Tests, Size Distortions, and Cointegrated Data Add to Reading List Source URL: www.econ.canterbury.ac.nz Download Document from Source Website File Size: 371,38 KB Share Document on Facebook

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