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- Fri Jul 29, 2011 1:12 pm
- Forum: Econometric Discussions
- Topic: Augmented Dickey Fuller group test
- Replies: 1
- Views: 5274
Augmented Dickey Fuller group test
I am doing a project and i want to find if there exists convergence between house prices between different countries. So i am thinking to check for ADF test between the countries. I use log of prices, i made a group and then i check for unit roots using ADF (individual intercept). It is supposed tha...