There was a typo in …
There was a typo in the time subscript on Delta x in the first exercise. Should be t, not t-1. Now corrected.
I have posted a Lecture note about The Engle-Granger Representation Theorem for Cointegrated Variables, that I will refer to in the lecture on Thursday 31/3 (RN)
Published Mar. 29, 2011 6:12 PM
- Last modified May 5, 2011 10:17 AM