Journal of Economic Structures

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

Table 8 First-generation Panel cointegration tests

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

Tests	Developing countries		Developed countries
Tests	Statistic	Probability	Statistic	Probability
Kao (1999)	−1.724^**	0.042	2.245^**	0.027
Pedroni (2004)	Constant	Constant & Trend	Constant	Constant & Trend
Panel v-statistic	2.754^***	2.531^***	1.732^*	0.015
Panel rho-statistic	-0.384	−3.048^***	−2.304^**	−0.122
Panel PP-statistic	−2.239^**	−2.519^***	−2.840^***	-2.765^***
Panel ADF-statistic	−2.074^**	−2.559^***	−3.063^***	-3.345^***
Group rho-statistic	2.296^**	2.968^***	−0.233	0.916
Group PP-statistic	−2.620^**	−2.166^**	−3.091^***	-2.373^**
Group ADF-statistic	−2.555^***	−2.207^**	−3.218^***	-3.106^***

Notes: All test statistics are distributed N(0,1), under a null of no cointegration; ^*, ^**, ^*** refer to significant at 10%, 5%, and 1%, respectively

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