Table 7. Comparison of unit root tests... | Emerald Publishing

Table 7.

Comparison of unit root tests

Countries	ADF	PP	KPSS	DFGLS		ZA	FKPSS	KSS	Sollis	CG		Kruse	FKruse
Bulgaria	√	√	X	√	√		√	√	√		√	√	√
Croatia	√	√	X	√	√		√	√	√		√	√	√
CzechR	√	√	X	√	√		X	√	√		√	√	√
Estonia	√	√		√	X		X	√	√		√	√	√
Hungary	√	√	X	√	√		√	√	√		√	√	√
Kazakhstan	√	√	X	√	√		√	√	√		√	√	X
KyrgyzR	√	√	√	√	X		√	√	√		√	√	√
Latvia	√	√	√	√	X		√	√	√		√	X	√
Lithuania	√	√	√	√	X		√	√	√		√	√	√
Poland	√	√	√	√	√		√	√	√		√	√	√
Romania	√	√	√	√	√		√	√	X		√	X	√
SlovakR	√	√	√	√	√		√	X	√		√	X	X
Slovenia	√	√	X	√	√		√	√	√		√	√	√

Countries	ADF	PP	KPSS	DFGLS		ZA	FKPSS	KSS	Sollis	CG		Kruse	FKruse
Bulgaria	√	√	X	√	√		√	√	√		√	√	√
Croatia	√	√	X	√	√		√	√	√		√	√	√
CzechR	√	√	X	√	√		X	√	√		√	√	√
Estonia	√	√		√	X		X	√	√		√	√	√
Hungary	√	√	X	√	√		√	√	√		√	√	√
Kazakhstan	√	√	X	√	√		√	√	√		√	√	X
KyrgyzR	√	√	√	√	X		√	√	√		√	√	√
Latvia	√	√	√	√	X		√	√	√		√	X	√
Lithuania	√	√	√	√	X		√	√	√		√	√	√
Poland	√	√	√	√	√		√	√	√		√	√	√
Romania	√	√	√	√	√		√	√	X		√	X	√
SlovakR	√	√	√	√	√		√	X	√		√	X	X
Slovenia	√	√	X	√	√		√	√	√		√	√	√

Note: √ implies that there is unit root