计量经济学导论ch18.ppt

* * * * * * ? 2013 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. ? 2013 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Chapter 18 Advanced TimeSeries Topics Wooldridge: Introductory Econometrics: A Modern Approach, 5e Testing for unit roots For the validity of regression analysis, it is crucial to know whether or not dependent or independent variables are highly persistent Dickey-Full