Problem set 4 - UiO
The unit root tests use the Augmented Dickey-Fuller test procedure. ... In the
output of the ADF tests given at the end of the problem set, the first column D-lag
...
The unit root tests use the Augmented Dickey-Fuller test procedure. ... In the
output of the ADF tests given at the end of the problem set, the first column D-lag
...