Re: [Gretl-users] LW estimator and the GPH test
don't forget to difference the time series because the tests in
gretl are
only valid for stationary data.
Does it really make sense to first difference the
data to test for
fractional integration?
T
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“Remember not only to say the right thing in the right place, but far
more difficult still, to leave unsaid the wrong thing at the tempting
moment.” - Benjamin Franklin (1706-1790)
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