Tables index

From

Cointegration Analysis of Major African Stock Markets

Jimbo Henri Claver, Bruno Dinga, Fono Louis, Shu Felix, Andjiga Gabriel

International Journal of Econometrics and Financial Management. 2019, 7(1), 37-45 doi:10.12691/ijefm-7-1-5
  • Table 1. Descriptive Statistics for weekly stock returns
  • Table 2. Correlation matrix for weekly returns
  • Table 3. Test results (log levels and first difference)
  • Table 4. Engle-Granger test for cointegration
  • Table 5. Critical values of ADF test for residuals
  • Table 6. Pairwise Johansen Cointegration test result using AIC
  • Table 7. Pairwise Granger causality test results
  • Table 8. ECM for cointegrated variables