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Biometrical Letters
Volume 57 (2020): Issue 1 (June 2020)
Open Access
A note on the irrelevance of unit root tests and cointegration tests
Moawia Alghalith
Moawia Alghalith
| Jun 12, 2020
Biometrical Letters
Volume 57 (2020): Issue 1 (June 2020)
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Published Online:
Jun 12, 2020
Page range:
85 - 87
DOI:
https://doi.org/10.2478/bile-2020-0007
Keywords
unit root test
,
Dicky–Fuller test
,
ADF test
,
cointegration test
,
non-stationarity
© 2020 Moawia Alghalith, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.