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arch 4.13 (+31) arch.unitroot.ADF.regression

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arch.unitroot.ADF

arch 4.13 (+31)

Univariate Volatility Models
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Multiple Comparison Problems
Unit Root Testing
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Long-run Covariance Estimation
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arch.unitroot.ADF.regression¶

property ADF.regression¶

Returns the OLS regression results from the ADF model estimated

Return type: RegressionResults

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