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

Table 11 Results of Gregory–Hansen test for cointegration with regime shifts

From: Asymmetric relationships between information and communication technology (ICT), globalization, and human development in India: evidence from non-linear ARDL analysis

Test

Test statistics

Breakpoint

Date

Asymptotic critical values

1%

5%

10%

ADF

− 7.03a

14

2004

− 6.51

− 6.00

− 5.75

Zt

− 5.74

11

2001

− 6.51

− 6.00

− 5.75

Za

− 30.92

11

2001

− 80.15

− 68.94

− 63.42

  1. aImplies significant at 1% level
  2. Source: author’s calculations