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Hello, I have used in Eviews 6 Pedroni's panel cointegration test to check whether there is a long-run relationship between a sustainable development index and 4 explanatory variables for 10 countries between 1995-2006 (annual data). According to the output provided by the test, I found that the var...

Hello all, I need some avice regarding the significance of coefficients in a VECM. How can I assess whether the coefficients are statistically significant in a VECM (eviews does not provide the p-values)? From where should I take the critical values of t-statistics to compare with the t-statistics c...