
Introductory Econometrics 4th Edition by Jeffrey Wooldridge
Edition 4ISBN: 978-0324660609
Introductory Econometrics 4th Edition by Jeffrey Wooldridge
Edition 4ISBN: 978-0324660609 Exercise 9
In testing for cointegration between gfr and pe in Example. add t2 to equation to obtain the OLS residuals. Include one lag in the augmented DF test. The 5% critical value for the test is -4.15.
Equation
Equation

Explanation
In order to test for co-integration betw...
Introductory Econometrics 4th Edition by Jeffrey Wooldridge
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