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

Table 7 ADF and PP tests for derived series sra 5 , sra 8 , and sra 10

From: Restatement of the I-O Coefficient Stability Problem

Variable

Exogenous

ADF

PP

t-statistic

Prob.

t-statistic

Prob.

sra 5 HP

None

−2.48196

0.0168

−1.41255

0.1422

sra 5 HPd

None

−5.36025

0

−3.91121

0.0005

sra 8 HP

Constant

−3.84112

0.0116

−2.06376

0.5334

sra 8 HPd

None

−3.73356

0.0008

−3.89625

0.0005

sra 10 l

None

−4.16256

0.0003

−5.48654

0