| At level | At first difference |
---|---|---|
Constant | Constant | |
CIPS test | ||
GG | −2.122 | −3.871* |
GE | −1.640 | −5.022* |
GIT | −2.001 | −3.914* |
FDI | −3.024* | −5.652* |
GLO | −1.879 | −4.730* |
CADF test | ||
GG | −2.139 | −2.721* |
GE | −1.350 | −3.513* |
GIT | −2.099 | −3.276* |
FDI | −2.575** | −4.433* |
GLO | −2.263*** | −3.132* |