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

Table 6 Lee and Strazicich (2003) LM unit root test (one-break) and Zivot–Andrews structural break unit root test results

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

Variables

Lee and Strazicich LM unit root test

Zivot–Andrews unit root test

t-statistic

Break points

Lags

Inferences

Level

1st difference

Inferences

LnHDI

− 6.392**

2009

8

I(0)

− 10.470*

− 4.746

I(0)

LnKOFGI

− 9.226**

2003

8

I(0)

− 3.707

− 8.722*

I(1)

LnMD

− 15.078**

2009

7

I(0)

− 1.435

− 3.379

 

LnID

− 7.815**

2004

7

I(0)

− 2.730

− 5.581*

I(1)

  1. Source: author’s calculations
  2. The value of Zivot–Andrews for 1%, 5% and 10% are − 5.57, − 5.08, and − 4.82, respectively
  3. * and ** imply significant at 1% and 5% level, respectively