I have run the VECM model and have only got the coefficients values. how I can get the p - values and the standard error in the same results
codes of vecm model with p-values and standard error
679 views Asked by Priyanka Sahu At
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To my knowledge, the answer is:
The followings are deg. of freedom non-adjusted:
The followings are deg. of freedom adjusted:
Inspiring from here, one may suggest (for a neat presentation):