Augmented Dickey Fuller (ADF) test

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frankaegina13
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Joined: Thu Jul 22, 2010 6:48 am

Augmented Dickey Fuller (ADF) test

Postby frankaegina13 » Thu Jul 22, 2010 6:58 am

Starting from the random walk specification without a drift and time trend, explain the Augmented Dickey Fuller (ADF) test.
''can anyone answer this question please?''
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