Institutional Repository

Browsing College of Science, Engineering and Technology by Subject "Augmented Dickey-Fuller test"

Browsing College of Science, Engineering and Technology by Subject "Augmented Dickey-Fuller test"

Sort by: Order: Results:

  • A study of cointegration models with applications 
    Ssekuma, Rajab (2011-06)
    This study estimates cointegration models by applying the Engle-Granger (1989) two-step estimation procedure, the Phillip-Ouliaris (1990) residual-based test and Johansen’s multivariate technique. The cointegration ...

Search UnisaIR


Browse

My Account