How can I estimate the confidence intervals of the coefficients of cointegration regressions with four independent variables?

General
1

Dear all,

I can estimate cointegrating regression (with four independent variables) using by FMOLS, DOLS and IMOLS in R. However, I would like to want to calculate confidence intervals of the coefficients of cointegration regressions . How can I do this?

I will appreciate for this.

Yours sincerely.

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