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dfuller — Augmented Dickey–Fuller unitroot test.pdf
dfuller— Augmented Dickey–Fuller unitroot test 3 Deciding which case to use involves a combination of theory and visual inspection of the data ... Down
Time Series Analysis Using SAS  Part I  The Augmented.pdf
example of a time series dataset (RawData) ... Augmented DickeyFuller test and will be the subject of discussion of the second part of this series of articles ... Down
DFGLS vs. Augmented DickeyFuller .pdf
DFGLS vs. Augmented DickeyFuller This is almost completely taken from the Stata 11 Manual—TimeSeries. dfgls. tests for a unit root in a time series ... Down

DFGLS vs. Augmented DickeyFuller  …
DFGLS vs. Augmented DickeyFuller This is almost completely taken from the Stata 11 Manual—TimeSeries. dfgls. tests for a unit root in a time series.
www.learneconometrics.com/class/5263/notes/DF.pdf 
Unit Roots  University of Wisconsin–Madison
Example with simulated data with drift • N=50 • N=200. ... – Augmented Dickey‐Fuller – (Test without extra lags is called Dickey‐Fuller, test ...
www.ssc.wisc.edu/~bhansen/390/390Lecture21.pdf 
19230: Stationarity Issues in Time Series Models
properties are standard, for example t test statistics that have approximately normal distributions in large samples. ... Dickey and Fuller (1979) ...
www2.sas.com/proceedings/sugi30/19230.pdf 
Unit Root Tests  University of Washington
sive unit root tests made popular by David Dickey, Wayne Fuller, ... length for the test regression. Example 21 Testing for a unit root in exchange rates using the PP ...
faculty.washington.edu/ezivot/econ584/notes/unitroot.pdf 
Syntax  Stata
2dfgls— DFGLS unitroot test Remarks and examples stata.com dfgls tests for a unit root in a time series. It performs the modiﬁed Dickey–Fuller ttest (known
www.stata.com/manuals13/tsdfgls.pdf 
DickeyFuller type of Tests against Nonlinear Dynamic …
DickeyFuller ttype of test. ... ment with an example using the term structure of interest rates,ﬂ Journal of Business and Economic Statistics, 16, 304Œ311.
swopec.hhs.se/hastef/papers/hastef0580.pdf