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Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
Edition 3ISBN: 978-9352863501Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
Edition 3ISBN: 978-9352863501 Exercise 11
The DF-GLS test for a unit root has higher power than the Dickey-Fuller test. Why should you use a more powerful test
Explanation
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The Dickey Fuller test fails t...
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
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