Tests of restrictions in cointegrated VAR
| Restriction | All | Males | Females |
|---|---|---|---|
| β = (1, 0)′ | 0.000 | 0.009 | 0.056 |
| β = (0, 1)′ | 0.056 | 0.036 | 0.043 |
| α = (α1, 0)′ | 0.702 | 0.932 | 0.490 |
| α = (0, α2)′ | 0.001 | 0.000 | 0.001 |
| Restriction | All | Males | Females |
|---|---|---|---|
| 0 | 0 | 0 | |
| 0 | 0 | 0 | |
| 0 | 0 | 0 | |
| 0 | 0 | 0 |
Note(s): The values reported are the p-values of the likelihood ratio test for the restrictions
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