Table 8.

ECT for the VECMs

Version of wagner’s lawECTStandard errort-statistic
Pryor−0.2626770.04443−5.91168***
Gupta−0.2574800.04859−5.29915***
Goffman−0.1910770.03683−5.18792***

Note:

The

***denotes that the ECT is significant at a 1% level of significance

or Create an Account

Close Modal
Close Modal