Nonparametric cointegration analysis

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

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