p-value for cointegration vector estimates
Posted: 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
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