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  • PPP 01

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    Lucas Estrela
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    Time series econometrics

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    PPP_01

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    Time series econometrics

    Copyright:

    © All Rights Reserved
    Download as RTF, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    5 views1 page

    PPP 01

    Uploaded by

    Lucas Estrela
    Time series econometrics

    Copyright:

    © All Rights Reserved
    Download as RTF, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    FD ECM FD1 ECM1

    1.168 1.222 4.271 4.122


    (0.468)* (0.518)* (0.868)** (0.863)**
    -1.004 -0.816 -1.301 -1.014
    (0.479)* (0.517) (0.493)** (0.508)*
    0.004 0.024
    (0.026) (0.025)
    -0.083 -0.130
    (0.055) (0.055)*
    0.243 0.365
    (0.144) (0.144)*
    -0.199 -0.252
    (0.071)** (0.073)**
    -3.139 -2.952
    (0.838)** (0.829)**
    -1.098 -1.194
    (0.470)* (0.466)*

    -0.002 -0.738 0.001 -1.092


    (0.004) (0.430) (0.004) (0.429)*
    0.04 0.08 0.14 0.19
    0.798 0.537 0.080 0.154
    .0543796509785983 .0090217282241824 .0968409803602154 .2048646927969365
    .020728147152545 .0134933308235162 .1651662672591391 .447637478602863
    .0510203383477518 .0330893946033508 .3061658041636528 .5555488149088541
    .1003190828943234 .0637551419463702 .4604699563125438 .6604760480970305
    * p<0.05; ** p<0.01

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