Sample period | F1 | F4 | F3 | F2 | Selected model |
1983-1987 | 0.000 | 0.235 | 0.044 | 0.000* | LSTR |
1988-1992 | 0.000 | 0.682 | 0.001 | 0.000* | LSTR |
1993-1997 | 0.000 | 0.000* | 0.001 | 0.007 | LSTR |
1998-2002 | 0.010 | 0.463 | 0.638 | 0.000* | LSTR |
2003-2007 | 0.000 | 0.004* | 0.030 | 0.053 | LSTR |
2008-2012 | 0.007 | 0.248 | 0.136 | 0.002* | LSTR |