p-value for cointegration vector estimates

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Vviews
Posts: 2
Joined: Mon May 23, 2011 10:24 pm

p-value for cointegration vector estimates

Postby Vviews » Thu Dec 08, 2011 9:15 am

Dear all,

How do I get the correct p-values for my cointegration vector parameters?
For instance, can I use a p-value calculator and if yes, how do I know my degrees of freedom?

I would highly appreciate your kind help.
Thanks a lot.

V

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