'Different unit root tests' presentation slideshows

14 Vector Autoregressions, Unit Roots, and Cointegration

14 Vector Autoregressions, Unit Roots, and Cointegration. What is in this Chapter?. This chapter discusses work on time-series analysis starting in the 1980s. First there is a discussion of vector autoregression models, Next we talk of the different unit root tests.

1.37k views • 42 slides

14 Vector Autoregressions, Unit Roots, and Cointegration

14 Vector Autoregressions, Unit Roots, and Cointegration. What is in this Chapter?. This chapter discusses work on time-series analysis starting in the 1980s. First there is a discussion of vector autoregression models, Next we talk of the different unit root tests.

602 views • 42 slides

420 views • 32 slides