You can determine whether a unit root exists by performing
A)a Newey-West test.
B)a Cochrane-Orcutt test.
C)a Prais-Winsten test.
D)a Dickey-Fuller test.

Question

Quizplus · Accepted Answer

The most commonly used test for determining the presence of a unit root is the Dickey-Fuller test. This test measures whether the coefficient on the first difference of the series is significantly different from zero, indicating whether the series is stationary (no unit root) or non-stationary (contains a unit root).

You Can Determine Whether a Unit Root Exists by Performing