This is the best explanation I have seen on ECM, from start to finish. Thank you very much! When conducting the Dickey-Fuller test, is there any value of K that is supposed to be used? Should we do for many values of K and conduct the DF test on all of these?
Beautiful explanation!
This is the best explanation I have seen on ECM, from start to finish. Thank you very much! When conducting the Dickey-Fuller test, is there any value of K that is supposed to be used? Should we do for many values of K and conduct the DF test on all of these?
Great explanation thanks a lot.
Hi there, just watching your video, I wanted to know what the outcome would be if you had 3 variables in your regression equation.
Thanks
Great video, thank you very much
What is the assumption of eta_t? is it under normality or t?