Threshold effects of technology import on industrial employment: a panel smooth transition regression approach

Bouattour, Afef; Kalai, Maha; Helali, Kamel

doi:10.1186/s40008-023-00322-x

Journal of Economic Structures

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

Table 4 Panel second-generation unit root test results

From: Threshold effects of technology import on industrial employment: a panel smooth transition regression approach

Variables	LnEMPLOY_IND	LnIMPORT_T	LnCPI	LnFDI	LnIAV
Developing countries
Pesaran (2003)
In Level
Constant	−2.079	−2.295^*	−1.604	−3.234^***	−1.523
Constant & Trend	−3.289^***	−2.509	−1.762	−3.345^**	−2.413
Decision	Non-stationary	Non-stationary	Non-stationary	Stationary	Non-stationary
In First Difference
Constant	−3.587^***	−4.279^***	−2.363^**	−5.677^***	−3.440^***
Constant & Trend	−3.878^***	−4.369^***	−3.441^**	−5.837^***	−3.162^**
Decision	Stationary	Stationary	Stationary	Stationary	Stationary
Pesaran (2007)
In Level
Constant	0.041	−1.552	−0.160	−3.537^***	1.323
Constant & Trend	−0.431	−0.641	1.449	−3.782^***	−0.374
Decision	Non-stationary	Non-stationary	Non-stationary	Stationary	Non-stationary
In first difference
Constant	−4.858^***	−7.000^***	−3.738^***	−10.839^***	−4.653^***
Constant & Trend	−4.140^***	−5.851^***	−3.451^**	−9.961	−3.404^**
Decision	Stationary	Stationary	Stationary	Stationary	Stationary
Developed countries
Pesaran (2003)
In Level
Constant	−2.612^**	−2.781^***	−0.684	−3.239^***	−2.246^*
Constant & trend	−3.288^***	−2.611	−1.630	−3.563^***	−2.148
Decision	Stationary	Non-Stationary	Non-Stationary	Stationary	Non-Stationary
In first difference
Constant	−3.810^***	−4.019^***	−2.876^***	−5.156^***	−3.083^***
Constant & Trend	−3.860^***	−3.942	−3.152^**	−5.066^***	−3.198^***
Decision	Stationary	Stationary	Stationary	Stationary	Stationary
Pesaran (2007)
In Level
Constant	−1.813	−2.699^***	2.688	−3.875^***	−1.809
Constant & Trend	−1.776	−0.868	1.702	−3.361^***	0.477
Decision	Non-Stationary	Non-Stationary	Non-Stationary	Stationary	Non-Stationary
In First Difference
Constant	-5.342^***	-5.879^***	−2.944^***	−8.802^***	−3.476^***
Constant & Trend	−4.138^***	−4.353^***	−2.284^**	−7.298^***	−3.404^**
Decision	Stationary	Stationary	Stationary	Stationary	Stationary

All tests use Schwarz Information Criteria (SIC) for lag selection. In the first-generation tests, for the case with constant, critical values for Pesaran CIPS test are -2.18, -2.33 and -2.64 for 10%, 5% and 1% significance levels, respectively. For the case with drift and trend, critical values are -2.82, -3.02 and -3.46 for 10%, 5% and 1% significance levels, respectively. ^***, ^** and ^* denote significance at 10%, 5% and 1%, respectively

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