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Dickey–Fuller test / Cointegration / Phillips–Perron test / Unit root test / Breusch–Godfrey test / Distributed lag / Unit root / Autocorrelation / Autoregressive conditional heteroskedasticity / Statistics / Time series analysis / Statistical tests


DEPARTMENT OF ECONOMICS AND FINANCE COLLEGE OF BUSINESS AND ECONOMICS UNIVERSITY OF CANTERBURY CHRISTCHURCH, NEW ZEALAND Unit Root Tests, Size Distortions, and Cointegrated Data
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Document Date: 2014-12-13 11:42:34

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