Table A1

Unit root tests

InterceptNone
LevelFirst differenceLevelFirst difference
LLCPPLLCPPLLCPPLLCPP
HHD0.0000.0230.0000.0000.9830.9320.0000.000
H0.0000.0030.0270.0000.0000.0640.0000.000
DCB0.0000.0000.0000.0000.9020.2630.0000.000
HI Sq0.6020.0000.0000.0001.0000.0000.0000.000
UN0.0000.0040.0000.0000.9990.4130.0000.000
GDP0.0000.0000.0000.0000.0000.0000.0000.000
DCB Sq0.0000.0000.0000.0000.0000.0690.0000.000
INF0.0000.0000.0000.0000.0380.2390.0000.000
HDCB0.7940.0000.0000.0000.0000.0000.0000.000
Source(s): Authors’ own work

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