Test statistics | No Intercept | With Intercept | With Intercept & trend |
Overall Sample of EA. | |||
Alternative hypothesis (AH): common AR coefficients (within-dimension) | |||
Pv-s | −1.35 [0.47] | −1.27 [0.64] | −1.72 [0.79] |
Pρ-s | −2.49 [0.03]** | −2.13 [0.08]* | −0.75 [0.07]* |
PPP-s | −6.15 [0.00]*** | −3.24 [0.00]*** | −5.61 [0.00]*** |
PADF-s | −4.36 [0.01]*** | −4.17 [0.00]*** | −2.74 [0.02]** |
A.H.: common A.R. coefficients (between-dimension) | |||
Gρ-s | −3.54 [0.00]*** | −5.01 [0.00]*** | −2.01 [0.08]* |
GPP-s | −7.35 [0.00]*** | −4.34 [0.00]*** | −4.15 [0.00]*** |
GADF-s | −6.07 [0.00]*** | −5.05 [0.00]*** | −4.02 [0.00]*** |
Lower Middle-Income Countries (LMIC) | |||
A.H.: common A.R. coefficients (within-dimension) | |||
Pv-s | −1.59 [0.63] | −1.38 [0.69] | −1.36 [0.59] |
Pρ-s | −5.50 [0.00]*** | −2.09 [0.07]* | −3.42 [0.02]** |
PPP-s | −5.58 [0.00]*** | −4.43 [0.01]*** | −4.52 [0.00]*** |
PADF-s | −4.92 [0.00]*** | −3.56 [0.02]** | −3.63 [0.01]*** |
A.H.: common A.R. coefficients (between-dimension) | |||
Gρ-s | −4.18 [0.00]*** | −3.14 [0.03]** | 2.05 [0.08]* |
GPP-s | −8.90 [0.00]*** | −7.37 [0.00]*** | −7.83 [0.00]*** |
GADF-s | −7.65 [0.00]*** | −5.76 [0.00]*** | −4.58 [0.00]*** |
Low-Income Countries (LIC) | |||
A.H.: common A.R. coefficients (within-dimension) | |||
Pv-s | −1.65 [0.29] | −1.62 [0.65] | −1.43 [0.72] |
Pρ-s | −1.96 [0.08]* | −2.51 [0.02]** | −1.95 [0.07]* |
PPP-s | −4.68 [0.00]*** | −4.17 [0.00]*** | −6.39 [0.00]*** |
PADF-s | −6.32 [0.00]*** | −5.59 [0.00]*** | −5.83 [0.00]*** |
A.H.: common A.R. coefficients (between-dimension) | |||
Gρ-s | −4.79 [0.00]*** | −5.75 [0.00]*** | −4.53 [0.00]*** |
GPP-s | −7.33 [0.00]*** | −5.83 [0.00]*** | −5.53 [0.00]*** |
GADF-s | −5.59 [0.00]*** | −4.61 [0.00]*** | −5.73 [0.00]*** |