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Chapter 12 Chapter 12

Chapter 12 - PowerPoint Presentation

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Uploaded On 2016-04-04

Chapter 12 - PPT Presentation

Regression with TimeSeries Data Nonstationary Variables Walter R Paczkowski Rutgers University 121 Stationary and Nonstationary Variables 122 Spurious Regressions 12 3 Unit Root Tests for ID: 273738

nonstationary series stationary variables series nonstationary variables stationary model time test tests fuller root trend stationarity walk cointegration 1stationary

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