|
|
LNNC |
LNXD |
LNNC(-1) |
LNXD(-1) |
|
| The same root |
LLC test |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
| Breitung test |
0.8538 |
0.3130 |
0.0000 |
0.0023 |
|
| Hadri test |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
|
| Different roots |
Im-Pesaran-Skin test |
0.9619 |
1.0000 |
0.0000 |
0.0000 |
| Fisher-ADF test |
0.9123 |
1.0000 |
0.0000 |
0.0000 |
|
| Fisher-PP test |
0.9883 |
0.9537 |
0.0000 |
0.0000 |
|