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From
Why Segregating Cointegration Test?
Alayande Semiu Ayinla
American Journal of Applied Mathematics and Statistics
.
2018
, 6(4), 121-125 doi:10.12691/ajams-6-4-1
Table 1. Power of 5% level test with he null hypothesis of no cointegration when ( = 0.85)
Full size table and legend
Table 2. Power of 5% level test with he null hypothesis of no cointegration when ( = 0.85)
Full size table and legend
Table 3. Power of 5% level test with he null hypothesis of no cointegration when ( = 0.85)
Full size table and legend