Nonparametric cointegration analysis

Table		A.2:	Fractiles of	the trace test	statistic (continued)
q-r	s	m	20%	10%	5%
4	4	16	7.04893	7.86310	8.77622
4	4	17	6.61319	7.34334	8.07292
4	4	18	6.39867	7.00531	7.59860
4	4	19	6.12313	6.62820	7.16563
4	4	20	5.90675	6.35843	6.82489

59

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