Table 2 Conventional Cointegration Test
From: Stock market and macroeconomic variables: new evidence from India
Dependent | EG Test | Pz Test |
|---|---|---|
LBSE | −2.37 (0.72) | −10.87 (0.78) |
LIIP | −2.81 (0.50) | −14.38 (0.60) |
LWPI | −3.04 (0.39) | −18.25 (0.40) |
LM | −1.09 (0.98) | −2.89 (0.99) |
LE | −2.39 (0.72) | −12.77 (0.68) |