In testing for co integration between gfr and pe in Example 18.5, add t2 to equation (18.32)
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We first run the regression gfr t on pe t t and t 2 and o...View the full answer
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Related Book For
Introductory Econometrics A Modern Approach
ISBN: 978-0324660548
4th edition
Authors: Jeffrey M. Wooldridge
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