Method | \(b_{0}\) | \(b_{1}\) | \(R^{2}\) | DW | Cointegration test |
---|---|---|---|---|---|
FMOLS | − 2.959*** | − 0.1156*** | 0.8597 | 0.2362 | − 3.602** |
(0.0256) | (0.00672) |  |  | Phillips–Ouliaris | |
DOLS | − 2.953*** | − 0.1173*** | 0.8833 | 0.2362 | − 3.970*** |
(0.0262) | (0.00688) |  |  | Engle–Granger |