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

Table 1 Unit root tests with structural breaks

From: Does energy-environmental Kuznets curve hold for Ethiopia? The relationship between energy intensity and economic growth

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

        

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

        

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

  1. Statistically significant at 1% (***), 5% (**) and 10% (*) level