![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 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](https://www.pdfsearch.io/img/bcbbd08bdd086fc8a13737b334a86e6c.jpg) Date: 2014-12-13 11:42:34Dickey–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 DataAdd to Reading ListSource URL: www.econ.canterbury.ac.nzDownload Document from Source Website File Size: 371,38 KBShare Document on Facebook
|