Null Hypothesis: Unit root (common unit root process) |
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Series: D(DTPUB) |
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Date: 09/26/20 Time: 13:13 |
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Sample: 1991 2018 |
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Exogenous variables: Individual effects |
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User-specified lags: 1 |
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Newey-West automatic bandwidth selection and Bartlett kernel |
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Total (balanced) observations: 100 |
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Cross-sections included: 4 |
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Method |
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| Statistic |
| Prob.** |
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Levin, Lin & Chu t* |
| −5.17043 |
| 0.0000 |
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** Probabilities are computed assuming asymptotic normality |
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Intermediate results on D(DTPUB) |
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Cross | 2nd Stage | Variance | HAC of |
| Max | Band- |
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section | Coefficient | of Reg | Dep. | Lag | Lag | width | Obs |
Gabon | −0.88720 | 138.68 | 39.339 | 1 | 1 | 7.0 | 25 |
Cameroun | −0.51217 | 43.374 | 23.654 | 1 | 1 | 5.0 | 25 |
Congo | −1.40641 | 754.46 | 74.654 | 1 | 1 | 25.0 | 25 |
Tchad | −1.68077 | 204.36 | 39.090 | 1 | 1 | 23.0 | 25 |
| Coefficient | t-Stat | SE Reg | mu* | sig* |
| Obs |
Pooled | −1.02848 | −7.892 | 1.078 | −0.554 | 0.919 |
| 100 |