Variable | Test | Statistic | Prob.** | Cross-sections | Obs. |
DIFlndefGDP | Ho: Unit root (Common Unit Root) | ||||
Levin, Lin & Chu t* | −13.3912 | 0.0000 | 30 | 2670 | |
Breitung t-stat | 2.17924 | 0.9853 | 30 | 2640 | |
Ho: Unit Root (Individual Unit Root) | |||||
Im, Pesaran and Shin W-stat | −7.99003 | 0.0000 | 30 | 2670 | |
ADF-Fisher Chi-square | 209.274 | 0.0000 | 30 | 2670 | |
PP-Fisher Chi-square | 240.585 | 0.0000 | 30 | 2730 |