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Re: Son of unit roots -Reply -Reply

FROM:  Paul Davidson
"      Holly Chair of Excellence in Political Economy
"      University of Tennessee, Knoxville, Tn. 37996-0550
Dear Laura: Your diatribe may have been misplaced but the use of
differencing is not! Cointegration is the latest con in eCONometrics.  If
some staunch defenders would read some mathematical Tretises on Stochastic
Processes by Diggle, Yaglom, Billinsley and others they might understandthat th
e tool they are using can't bang square pegs into the round holes they are
trying to fill.

Have a good day! Paul
email address: PB108928@xxxxxxxxxxxxxx
fax# (615)974-1686
phone# (615)974-4221
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