Question
You need to use the ADF test to test the stationary of monthly conditional variance of SP 500 returns, U.S economic policy uncertainty, industrial production,
You need to use the ADF test to test the stationary of monthly conditional variance of SP 500 returns, U.S economic policy uncertainty, industrial production, consumer price index, t-bill interest rate (3months) and bond spread.
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The Economics Of Money Banking And Finance
Authors: Peter Howells, Keith Bain
2nd Edition
0273651080, 978-0273651086
