The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
Table 1 Results for unit roots and stationarity tests
Variable | Unit root and stationarity tests | |||||||
|---|---|---|---|---|---|---|---|---|
ADF | Leybourne | DF-GLS | ERS | PP | KPSS | KSSUR | KSUR | |
B | − 2.049 (− 2.887) | − 1.800 (− 2.375) | − 0.860 (− 2.066) | − 0.860 (− 1.858) | − 1.809 (− 2.887) | 0.743*** (0.463) | − 2.185 (− 2.655) | − 2.024* (− 2.109) |
PD | − 4.193*** (− 2.887) | − 4.142*** (− 2.500) | − 3.512*** (− 2.066) | − 4.149*** (− 1.915) | − 3.154** (− 2.887) | 0.418* (0.463) | − 6.218*** (− 2.655) | − 6.174*** (− 2.109) |
ΔB | − 7.187*** (− 2.887) | − 7.783*** (− 2.608) | − 2.726*** (− 2.067) | − 2.726*** (− 1.858) | − 8.567*** (− 2.887) | 0.148 (0.463) | − 3.003** (− 2.653) | − 3.285*** (− 2.109) |