Nonparametric cointegration analysis



Table


2: Critical values of the lambda-min test for

Fk(x) = cos(2kπ x) and m as in Table 1

20% significance level

1 2345

0.10927 0.01680 0.00647 0.00318 0.00202

0.24145 0.07695 0.03702 0.02337

0.34138 0.13448 0.07389

0.40009 0.18198

0.44898

10% significance level

1 2345

0.02490 0.00451 0.01696 0.01107 0.00722

0.11106 0.03429 0.01696 0.01107

0.18732 0.07598 0.04309

0.24428 0.11266

0.29513

5% significance level

1 2345

0.00598 0.01691 0.00842 0.00543 0.00357

0.05416 0.01691 0.00842 0.00543

0.11052 0.04622 0.02562

0.15818 0.07456

0.19710

34



More intriguing information

1. The name is absent
2. Review of “The Hesitant Hand: Taming Self-Interest in the History of Economic Ideas”
3. The Complexity Era in Economics
4. The name is absent
5. Climate Policy under Sustainable Discounted Utilitarianism
6. The ultimate determinants of central bank independence
7. Multi-Agent System Interaction in Integrated SCM
8. Migration and Technological Change in Rural Households: Complements or Substitutes?
9. Name Strategy: Its Existence and Implications
10. The name is absent