Table 6.
Westerlund cointegration.
| Statistics | Value | Z-value | P-value | Robust P-value |
|---|---|---|---|---|
| Gt | −11.947 | 0.976 | 1.000 | 0.928 |
| Ga | −9.763 | 1.372 | 1.000 | 0.020 |
| Pt | −6.375 | 5.368 | 0.008 | 0.000 |
| Pa | −6.862 | 3.972 | 1.000 | 0.012 |
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