Рет қаралды 33,019
A basic application of the Engle-Granger residual based co-integration test for two variables.
Link to "Gentle Introduction to Stata"
www.amazon.com/gp/product/159...
Link to the excellent Introduction to Econometrics Textbook by AH Studenmund:
www.amazon.com/gp/product/933...
Link to Jeffrey Wooldridge Introductory Econometrics Textbook:
www.amazon.com/gp/product/813...
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