Question
We now want to examine whether the two series Aaa and Baa are cointegrated carring out a Cointegrating Regression Augmented Dickey-Fuller (CRADF) test. Describe briefly
We now want to examine whether the two series Aaa and Baa are cointegrated carring out a Cointegrating Regression Augmented Dickey-Fuller (CRADF) test. Describe briefly the test and comment the results reported in Table 4.
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Cases in Financial Reporting
Authors: Michael J. Sandretto
1st edition
538476796, 978-0538476799
