We estimated the same parameters as reported in Tables 2, 3, and 4 for each of these models. The point estimates for the augmented models were very similar to those reported for the baseline model. The confidence intervals for the slope coefficients for the regressions reported in the tables based on expectations generated from the VECM with 12 lags were wider than for the VECM with 3 lags. These wider confidence intervals might reflect the greater imprecision in coefficient estimates in the VECM with 12 lags.