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Levels Tought:University
bachelor in business administration Polytechnic State University Sanluis Jan-2006 - Nov-2010
CPA Polytechnic State University Jan-2012 - Nov-2016
Professor Harvard Square Academy (HS2) Mar-2012 - Present
Use the data in HSEINV.RAW for this exercise.
Test for a unit root in log( invpc ), including a linear time trend and two lags of
log( invpc t ). Use a 5% significance level.
Use the approach from part (i) to test for a unit root in log( price ).
Given the outcomes in parts (i) and (ii), does it make sense to test for cointegration between log( invpc ) and log( price )?
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