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Table 18.8: Percentage points of the asymptotic distributions of the
λ
LR
(
r
,
K
)
for
testing the coi
ntegration rank (reproduced from [13])
K
−
r
90%
95%
99%
1
6.69
8.08
11.58
2
15.58
17.84
21.96
3
28.44
31.26
37.29
Table 18.9: Percentage points of the asymptotic distributions of the
λ
LR
(
r
,
r
+
1
)
for
testing the coi
ntegration rank (reproduced from [13])
K
−
r
90%
95%
99%
1
6.69
8.08
11.58
2
12.78
14.60
18.78
3
18.96
21.28
26.15
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