<P>附件有：原文，程序代码，原始数据</P>
<P>H. Peter Boswijk and Jurgen A. Doornik, "Distribution Approximations for
Cointegration Tests with Stationary Exogenous Regressors", Journal of
Applied Econometrics, Vol. 20, No. 6, 2005, pp. 797-810.</P>
<P>All files described below (except the .bn7 files) are ASCII files in DOS
format. They are zipped in the file bd-files.zip.</P>
<P>- appuk.ox
Ox program to replicate the empirical results reported in the paper
(Tables 1 to 3).
It requires: Ox 3.3 or newer (Console or Professional).
It uses ukppp.in7/ukppp.bn7 (see below)

- appuk.out
Output obtained from the program

- ukppp.csv
comma-separated data file (ASCII):
This is the data set from Johansen and Juselius (1992):
sample period: 1972(1) - 1987(2)
frequency: quarterly
p1 UK wholesale price index
p2 trade-weighted foreign wholesale price index
e12 UK effective exchange rate
i1 UK three-month treasury bill rate in the UK
i2 three-month Eurodollar interest rate in the UK
doilp0 change in oil price

- ukppp.in7/ukppp.bn7
Dataset in Ox/PcGive format (.bn7 is binary, but can be used
by Ox on any platform).
This is used by appuk.ox.
It contains the same data as in ukppp.csv, and constructed variables:
D1980(2) dummy for 1980(2)
p1-p2 p1-p2
Dp1 first difference of p1
Di2 first difference of i2
Cumdoilp0 cumulative sum of doilp0
</P>