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This video reveals an interesting procedure on how to carry out a unit root test on more than one variable at a time, without having to go through the stress of testing them one after the other. Note that this procedure is only available for the ADF, PP, KPSS and both ADF and PP tests.
#augmenteddickeyfullertest #ADF #phillipperron #PP #KPSS #Eviews #timeseries #econometrics #ChekwubeMadichie #chekwube #madichie