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Hi guys! I have to analyze the stationarity/non stationarity of the French Unemployment Rate with the classic Augmented DF test both with and without drift. The time series is shown below. hur.PNG Every result suggests (surprislingly in my opinion) that the HUR contains a Unit Root. I tried also to ...

Hi guys! I'm a beginner student of econometrics and i need help. Once i have estimated a TGARCH(1,1), i have to answer the following question: " Insert in your best GARCH model the lagged daily range variable: is there any thing that changes? Is the sign of the daily range coefficient in line wi...