Table 7.
Westerlund–Durbin–Hausman (2008) cointegration test results
Test
Value
Prob.
Durbin–Hausman group statistic
−2.822
0.002
Durbin–Hausman panel statistic
−1.105
0.135
Test
Value
Prob.
Durbin–Hausman group statistic
−2.822
0.002
Durbin–Hausman panel statistic
−1.105
0.135
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