Country

ADF

LM

RALS-LM

τ ADF

τ LM

Val critLM

Break

τ RALS-LM

ρ RALS-LM 2

Break

CAR

−2.489

−4.511

−6.691

−6.152

−5.798

1996:02

2009:04

−6.036***

0.676

2009:04 2013:04

Cameroon

−2.225

−4.229

−6.932

−6.175

−5.825

1996:02

2004:04

−3.690

0.962

2000:03 2006:04

Congo

−2.870

−5.384

−6.821

−6.166

−5.832

2006:01

2011:02

−5.705***

0.673

2008:04 2012:01

Gabon

−2.556

−5.463

−6.821

−6.166

−5.832

2004:04

2011:01

−6.551***

0.782

2004:04 2011:01

Equatorial Guinea

−5.202***

−5.849*

−7.004

−6.185

−5.828

1998:04

2008:01

−8.314***

0.629

1995:04 1997:02

Chad

−3.436*

−5.976*

−7.196

−6.312

−5.893

1999:04

2002:04

−4.889***

0.735

2002:04 2003:03

Level of sig

Val critADF

1% (***)

5% (**)

10% (*)

−4.059

−3.458

−3.154