Tutorial on how to use and interpret the Augmented Dickey-Fuller Unit Root test in Stata.
Link to Financial Econometrics Using Stata by Boffelli and Urga
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Link to Financial Econometrics Textbook by Chris Brooks:
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Link to the excellent Introduction to Econometrics Textbook by AH Studenmund:
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Link to Jeffrey Wooldridge Introductory Econometrics Textbook:
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