Null Hypothesis: Unit root (common unit root process)

Series: D(DTPUB)

Date: 09/26/20 Time: 13:13

Sample: 1991 2018

Exogenous variables: Individual effects

User-specified lags: 1

Newey-West automatic bandwidth selection and Bartlett kernel

Total (balanced) observations: 100

Cross-sections included: 4

Method

Statistic

Prob.**

Levin, Lin & Chu t*

−5.17043

0.0000

** Probabilities are computed assuming asymptotic normality

Intermediate results on D(DTPUB)

Cross

2nd Stage

Variance

HAC of

Max

Band-

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