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Table 2 Unit root test statistics and structural break

From: Global FDI inflows and outflows in emerging economies Post-COVID-19 era

Structural break test

 

Quandt-Andrews unknown breakpoint test

Chow breakpoint test

Stationarity test

Countries

Break point

Maximum LR F-statistic

Ave LR F-Statistic

Log-Likelihood Ratio

Phillips—Perron's Test Statistic

India

2006

19.0973*

4.9226*

27.1107*

− 1.8570***

Turkey

2003

32.0612*

11.026*

33. 5229*

− 2.2107***

Indonesia

1999

17.5239*

5.0631*

26.0239*

− 1.7346***

South Africa

2004

4.6461***

25,257**

9.1671**

(− 4.7751) *

Brazil

2002

23.582*

6.3072*

31.0388*

− 1.9240***

  1. ***, **, *Represent significant values at 1%, 5%, and 10% levels, respectively