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