Stata Tutorial: Cointegration and Error Correction

A basic application of the Engle-Granger residual based co-integration test for two variables.

Link to "Gentle Introduction to Stata"
https://www.amazon.com/gp/product/159...

Link to the excellent Introduction to Econometrics Textbook by AH Studenmund:
https://www.amazon.com/gp/product/933...

Link to Jeffrey Wooldridge Introductory Econometrics Textbook:
https://www.amazon.com/gp/product/813...

My Twitter is:
Twitter: MichaelRJonas

My Google Scholar Page:
https://scholar.google.com/citations?...

ResearchGate:
https://www.researchgate.net/profile/...

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