Variable

Model with constant and deterministc trend

Pooled

Pool.value

Model.C

Model.C

LPTF

Pa

0.2906267

ta

−1.362829

Pb

0.3040682

tb

−1.403293

PMSB

rho1

Pool.ADF

0.3562268

0.9856549

−0.3700467

LGPIB

Pooled

Pool.value

C

Model.C

Pa

0.2534956

ta

−1.352104

Pb

0.2632605

tb

−1.489702

PMSB

rho1

Pool.ADF

0.3171416

0.9868038

−0.1941862

LIGPIB

pool_test

P mp_test

0

Model.C

Pa

−1.364742

ta

0.6171061