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- Fri Jun 15, 2012 4:35 am
- Forum: Programming
- Topic: kapetanios, shin & snell unit root test.
- Replies: 6
- Views: 14173
Re: kapetanios, shin & snell unit root test.
First, the above procedure is right. Second, if your number of observations is higher or less than 1000 than you need new critical values. Monte Carlo would have to take place.