Unit root tests Common pitfalls and best practices is popular PDF and ePub book, written by Traoré, Fousseini in 2021-12-31, it is a fantastic choice for those who relish reading online the Political Science genre. Let's immerse ourselves in this engaging Political Science book by exploring the summary and details provided below. Remember, Unit root tests Common pitfalls and best practices can be Read Online from any device for your convenience.
Unit root tests Common pitfalls and best practices Book PDF Summary
Since the seminal paper by Granger and Newbold (1974) on spurious regressions, applied econometricians have become aware of the consequences of unit roots in empirical analysis with time series data. Yet one can still find many published papers with unit root tests implemented in an inappropriate way. The objective of this Technical Note is to highlight the common pitfalls and best practices when testing for unit roots. In addition to the theoretical discussion, we provide examples using price data from Kenya, Mali, Togo, and South Africa to illustrate the procedures we think are worth following.
Detail Book of Unit root tests Common pitfalls and best practices PDF
- Author : Traoré, Fousseini
- Release : 31 December 2021
- Publisher : Intl Food Policy Res Inst
- ISBN : 978186723xxxx
- Genre : Political Science
- Total Page : 24 pages
- Language : English
- PDF File Size : 11,5 Mb
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