What is a unit root test and what are its consequences?

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Quantitative Finance

ISBN: 9781118629956

1st Edition

Authors: Maria Cristina Mariani, Ionut Florescu

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Question Posted: Apr 20, 2024 05:57 AM

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What is a unit root test and what are its consequences?

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A unit root test is a statistical test used to determine whether a time series is stationary or not In other words it tests whether a time series has ...View the full answer

Quantitative Finance

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