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

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arch.unitroot.DFGLS

arch 4.13 (+31)

Univariate Volatility Models
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Cointegration Analysis
Long-run Covariance Estimation
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arch.unitroot.DFGLS.regression¶

property DFGLS.regression¶

Returns the OLS regression results from the ADF model estimated

Return type: RegressionResults

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