12.3.4 The Dickey-Fuller Testing Procedure
{"Image DocumentName": "The Dickey-Fuller Testing Procedure", "Image ImageDescription": "An important extension of the Dickey-Fuller test allows for the possibility that the error term is autocorrelated. The unit root tests based on (12.6) and its variants (intercept excluded or trend included) are referred to as augmented Dickey-Fuller tests. (12.6) Principles of Econometrics, 3rd Edition.", "Image XResolution": "37", "Image YResolution": "37", "Image ResolutionUnit": "Pixels/Centimeter", "Image Software": "SlidePlayer", "Image YCbCrPositioning": "Centered"}