Stata Tutorial: Basic Unit Root Test
Stata Tutorial: Basic Unit Root Test
Tutorial on how to use and interpret the Augmented Dickey-Fuller Unit Root test in Stata. Link to Financial Econometrics Using Stata by Boffelli and Urga https://amzn.to/3bHkXsg https://amzn.to/2yfulWE Link to Financial Econometrics Textbook by Chris Brooks: https://www.amazon.com/gp/product/B07NZ7WZ9H/ref=as_li_tl?ie=UTF8&camp=1789&creative ...
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