Table 6.
Westerlund cointegration.
| Statistic | Value | Z-Value |
|---|---|---|
| Gt | -4.856∗∗∗ | -5.326 |
| Ga | -7.770 | 1.632 |
| Pt | -11.080∗∗∗ | -5.301 |
| Pa | -7.728 | 0.582 |
Note: ‘∗∗∗’ signify 99% level of statistical significance.
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