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. Can genetic algorithms explain experimental anomalies? An application to common property resources
2. The name is absent
3. Økonomisk teorihistorie - Overflødig information eller brugbar ballast?
4. Micro-strategies of Contextualization Cross-national Transfer of Socially Responsible Investment
5. A Regional Core, Adjacent, Periphery Model for National Economic Geography Analysis
6. The name is absent
7. Informal Labour and Credit Markets: A Survey.
8. Une Gestion des ressources humaines à l'interface des organisations : vers une GRH territoriale ?
9. The name is absent
10. Determinants of Household Health Expenditure: Case of Urban Orissa