3. Write a code to compute the 1%, 5% and 10% critical values for unit root test using the statistic: n(ô – 1) for sample sizes n = 50, 100, 200 and 1000 for the following two cases: Case 1. Generate Yt by Y = Yt-1+Ut, and estimate p based on Yt = pYt-1+ ut. Case 2. Generate Y; by Y = Y-1+ Ut, and estimate p based on Y = c+ pYt-1+ Ut.

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