Unit Root Tests in Eviews

Описание к видео Unit Root Tests in Eviews

This video tutorial explains how to conduct unit root tests in Eviews.

Chapter Timestamps
00:00​ Introduction
00:36 Augmented Dickey-Fuller (ADF) hypothesis and decision rule
03:26 Phillips-Perron (PP) hypothesis and decision rule
05:05 Kwiatkowski-Phillips-Schmidt-Shin (KPSS) hypothesis and decision rule
08:25 ADF unit root test in EViews
19:57 PP unit root test in Eviews
28:24 KPSS unit root test in Eviews

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