Decision Sciences
8 years ago

Unit root testing complications unravelled with Dickey-Fuller procedure for economic analysis.

Journal of Bengbu College
A Brief Analysis for Dickey-Fuller Unit Root Testing Procedure
Wu Lian

Paper Summary

Unit root testing is crucial for analyzing economic time series, but it can be complicated due to the presence of certain variables. The Dickey-Fuller unit root testing procedure offers a way to properly conduct unit root testing, especially for teaching purposes.

Related papers

Theme background image
Mathematics
4 years ago

New test detects hidden patterns in data, revolutionizing forecasting accuracy.

Skew Distributions
Economics, Econometrics and Finance
4 years ago

New study reveals key insights into trends and cycles in economic data.

Financial Volatility
Risk Modeling
Skew Distributions
3 views
Theme background image
Mathematics
4 years ago

New test predicts time series behavior, revolutionizing data analysis.

Skew Distributions
1 view