Table 2.

Perron tests for unit roots with breakpoints

IOMAOM
tα˜tα˜
A) I(2) vs I(1)
ΔLFK−3.995b−3.984b
B) I(1) vs I(0)
LFK0.4900.724

Notes:

bdenotes significance at the 5% level. The critical values are taken from Perron (1989) 

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