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The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)

Table 5 Kao et al. (1999) residual cointegration test results

From: Causal effect of mergers and acquisitions on EU bank productivity

 t-StatisticProb.
ADF− 4.87080.000***
Residual variance0.4482 
HAC variance0.2486 
  1. *** Statistical significance at the 1% level