Question: In testing for co integration between gfr and pe in Example 18.5, add t2 to equation (18.32) to obtain the OLS residuals. Include one lag

In testing for co integration between gfr and pe in Example 18.5, add t2 to equation (18.32) to obtain the OLS residuals. Include one lag in the augmented DF test. The 5% critical value for the test is -4.15.

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