Official websites use .gov
A
.gov website belongs to an official
government organization in the United States.
Secure .gov websites use HTTPS
A lock (
) or https:// means you've safely
connected to the .gov website. Share sensitive
information only on official, secure websites.
Engle-Granger cointegration tests results.
| NBI | BTK | DJUSHC | IYH | |
|---|---|---|---|---|
| ADCQC | −3.273* | −2.977 | −3.486** | −3.464** |
| Observations (1st step) | 290 | 290 | 290 | 290 |
| Observations (test) | 289 | 289 | 289 | 289 |
***, **, and * indicate significance at the 1, 5, and 10 % levels, separately.
