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Table 2 Lee and Stazicich [26] unit root test with structural break

From: Accounting for the symmetric and asymmetric effects of FDI-growth nexus amidst financial crises, economic crises and COVID-19 pandemic: application of hidden co-integration

Variables

Level form I(0)

First difference I(1)

Results

t-statistics

Break points

t-statistics

Break points

lnQ

− 4.5913 [6]

2000–2010

− 4.3056 [8]

2000–2007

I(1)

lninflow

− 11.118 [6]a

1994–2009

− 9.1377 [5]a

1993–1999

I(0)

lnoutflow

− 11.826 [5]a

1995–2003

− 15.425 [7]a

1994–2004

I(0)

lnL

− 9.5718 [8]a

2003–2011

− 11.637 [1]a

1993–2010

I(0)

lnK

− 4.6835 [4]

1996–2004

− 6.5194 [2]b

2006–2012

I(1)

lnPcrd

− 3.4053 [2]

2005–2012

− 8.8050 [7]a

2004–2007

I(1)

lntrade

− 7.2328 [6]a

1994–2003

− 8.0427 [6]a

2002–2014

I(0)

  1. a,bIndicate 1% and 5% level of significance