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A note on the irrelevance of unit root tests and cointegration tests Cover

A note on the irrelevance of unit root tests and cointegration tests

Biometrical Letters
Volume 57 (2020): Issue 1 (June 2020)
By: Moawia Alghalith  
Open Access
|Jun 2020

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DOI: https://doi.org/10.2478/bile-2020-0007 | Journal eISSN: 2199-577X | Journal ISSN: 1896-3811
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Language: English
Page range: 85 - 87
Published on: Jun 12, 2020
Published by: Polish Biometric Society
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year
Keywords:
unit root test,
Dicky–Fuller test,
ADF test,
cointegration test,
non-stationarity
Related subjects:
Life sciences,
Bioinformatics,
Life sciences, other,
Mathematics,
Probability and statistics,
Applied mathematics

© 2020 Moawia Alghalith, published by Polish Biometric Society
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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