Table IV.

Unit root test

SeriesLevelFirst diffOrderLevelFirst diffOrder
NII0.332345−3.149507I (1)−2.102763−5.389468I(1)
BTA−2.210202−2.894601I (1)−1.953952−5.435146I(1)
COR_DD0.277300−5.674088I (1)0.371592−5.866196I(1)
COR_SD0.6212473.011650I (1)1.227715−5.966308I(1)
COR_FD−1.619510−3.372943I (1)−1.419385−5.247553I(1)
BTLA−2.075040−2.983517I (1)0.265256−5.179855I(1)
TFA−1.870171−2.995616I (1)−2.391303−6.231947I(1)
Source: Authors computation using e-views 10

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