The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
Clemente–Montanes–Reyes unit root test with double mean shifts | Zivot–Andrews unit root test allowing for a single break in intercept and/or trend | |||||||
---|---|---|---|---|---|---|---|---|
 | Innovative outliers | Additive outliers | t-statistic | Break date | ||||
t-statistic | TB1 | TB2 | t-statistic | TB1 | TB2 | |||
At levels | Â | Â | Â | Â | Â | Â | Â | Â |
lnE | − 3.153 (10) | 1993 | 2002** | − 3.153 (0) | 1991*** | 2006*** | − 6.136 (2)*** | 2003 |
lnY | − 2.892 (4) | 1990*** | 2004*** | − 3.697 (1) | 1980*** | 2010*** | − 4.090 (0) | 2001 |
lnU | − 5.661 (1)** | 1979*** | 2007*** | − 2.606 (0) | 1997*** | 2003*** | − 4.316 (0) | 1992 |
lnIm | − 1.113 (12) | 1990*** | 2002** | − 3.143 (0) | 1993*** | 2005*** | − 3.924 (0) | 2005 |
lnA | − 4.210 (0) | 1981*** | 1999*** | − 3.750 (0) | 1982*** | 2003*** | − 2.916 (1) | 1991 |
lnIn | − 1.399 (1) | 1999** | 2008** | − 2.160 (0) | 1980*** | 2006** | − 2.476 (1) | 1991 |
At first difference | Â | Â | Â | Â | Â | Â | Â | Â |
lnE | − 7.981 (1)** | 1992*** | 2001 | − 7.866 (1) | 1991 | 2003 | − 3.441 (0) | 1979 |
lnY | − 3.320 (10) | 1990*** | 2001** | − 4.667 (5) | 1989*** | 2002*** | − 6.946 (0)*** | 1994 |
lnU | − 33.419 (0)** | 1995*** | 2007*** | − 3.098 (8) | 1995*** | 2010*** | − 8.704 (0)*** | 1992 |
lnIm | − 8.146 (0)** | 1990*** | 1994*** | − 2.874 (2) | 1989*** | 1994*** | − 7.547 (0)*** | 2001 |
lnA | − 8.893 (0)** | 1984** | 1996 | − 6.305 (1)** | 1983 | 1999 | − 13.657 (0)*** | 1983 |
lnIn | − 5.635 (0)** | 1985*** | 1991*** | − 1.411 (3) | 1989 | 2008*** | − 13.574 (0)*** | 1983 |