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