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

Table 3 CMR de-trended structural break unit root test

From: Revisiting the electricity consumption-led growth hypothesis: is the rule defied in France?

Variable

Innovative outliers

Additive outlier

T-stat

TB1

TB2

Conclusion

T-statistic

TB1

TB2

Conclusion

\(\ln EC_{t}\)

− 3.536 (2)

1981

1992

Unit root

− 8.276 (2)*

1976

1989

Stationary

\(\ln Y_{t}\)

− 2.993 (3)

1991

2001

Unit root

− 5.523 (1)**

1991

1998

Stationary

\(\ln F_{t}\)

− 3.301 (3)

1975

2000

Unit root

− 5.699 (2)*

1975

1978

Stationary

\(\ln K_{t}\)

− 4.763 (1)

1991

2002

Unit root

− 5.893 (1)*

1986

1991

Stationary

\(\ln TO_{t}\)

− 3.426 (2)

1986

1997

Unit root

− 6.481 (2)*

1991

1998

Stationary

\(\ln EX_{t}\)

− 3.387 (1)

1985

1996

Unit root

− 5.897 (2)*

1995

1998

Stationary

\(\ln IM_{t}\)

− 3.454 (3)

1986

1997

Unit root

− 6.044 (4)**

1991

1998

Stationary

  1. * and ** indicate p-values at 1% and 5% levels. Lag length of variables is shown in small parentheses