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5:49
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Ben Lambert
Dickey Fuller test for unit root
This video explains how the Dickey Fuller test can be used to test for the presence of a unit root in a series, and how this can be viewed a test for whether a series is non-stationary. Check out https://ben-lambert.com/econometrics-course-problem-sets-and-data/ for course materials, and information regarding updates on each of the courses ...
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Sep 17, 2013
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