The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
From: The dynamics of fiscal policy in Algeria: sustainability and structural change
 | One structural break | |||
---|---|---|---|---|
Deterministic components | Lags | Statistic | Break date TB | |
Zivot and Andrews (1992) | Model C | 4 | − 3.86258 | 1998 Q3 |
Lee and Strazicich (2003a) | Model C | 7 | − 3.87873 | 1976Q4 |
Saikkonen and Lütkepohl (2002) | Shift dummy \(f_{\text{t}}^{\left( 1 \right)}\) Exponential shift \(f_{\text{t}}^{\left( 2 \right)}\) | 2 | − 1.0536 | 1974Q1 |
Rational shift \(f_{\text{t}}^{\left( 3 \right)}\) Model C | 2 | − 1.0508 | 1974Q1 | |
Model C | 2 | − 1.1562 | 1974Q1 |