Table 1 Results of unit root tests...

Table 1

Results of unit root tests

Variables	At level				At first difference
Variables	Lag 1	Lag 2	Lag 3	Critical value (5%)	Lag 1	Lag 2	Lag 3	Critical value (5%)	Order of integration
Model with constant
$GDP$	−1.46	−1.42	−1.46	−2.2	−3.34	−3.34	−3.34	−2.2	I(1)
$INNOV$	−1.98	−2.06	−2.06	−2.2	−4.40	−4.41	−4.41	−2.2	I(1)
$IMP$	−1.41	−1.41	−1.41	−2.2	−3.54	−3.54	−3.54	−2.2	I(1)
$EXP$	−1.26	−1.26	−1.26	−2.2	−3.53	−3.53	−3.53	−2.2	I(1)
$FDI$	−2.63	−2.63	−2.51	−2.2	−5.28	−5.25	−5.17	−2.2	I(0) I(1)
$R & D$	−2.01	−2.01	−2.01	−2.2	−4.71	−4.71	−4.71	−2.2	I(1)
Model with no constant nor trend
$GDP$	−0.31	−0.31	−0.31	−1.61	−3.16	−3.16	−3.16	−1.61	I(1)
$INNOV$	−1.43	−1.44	−1.44	−1.61	−4.33	−4.33	−4.33	−1.61	I(1)
$IMP$	−1.01	−1.01	−1.01	−1.61	−3.41	−3.41	−3.41	−1.61	I(1)
$EXP$	−0.57	−0.57	−0.57	−1.61	−3.57	−3.57	−3.57	−1.61	I(1)
$FDI$	−2.50	−2.50	−2.50	−1.61	−5.27	−5.27	−5.27	−1.61	I(0) I(1)
$R & D$	−0.84	−0.84	−0.84	−1.61	−4.66	−4.66	−4.66	−1.61	I(1)
Model with constant and trend
$GDP$	−2.02	−2.02	−2.02	−2.72	−3.64	−3.64	−3.64	−2.72	I(1)
$INNOV$	−1.85	−1.79	−1.79	−2.72	−4.42	−4.42	−4.42	−2.72	I(1)
$IMP$	−1.62	−1.62	−1.62	−2.72	−3.67	−3.67	−3.67	−2.72	I(1)
$EXP$	−1.40	−1.40	−1.40	−2.72	−3.84	−3.84	−3.84	−2.72	I(1)
$FDI$	−2.98	−2.98	−2.98	−2.72	−5.27	−5.27	−5.27	−2.72	I(0) I(1)
$R & D$	−2.47	−2.47	−2.47	−2.72	−4.88	−4.88	−4.88	−2.72	I(1)

Variables	At level				At first difference
Variables	Lag 1	Lag 2	Lag 3	Critical value (5%)	Lag 1	Lag 2	Lag 3	Critical value (5%)	Order of integration
Model with constant
$GDP$	−1.46	−1.42	−1.46	−2.2	−3.34	−3.34	−3.34	−2.2	I(1)
$INNOV$	−1.98	−2.06	−2.06	−2.2	−4.40	−4.41	−4.41	−2.2	I(1)
$IMP$	−1.41	−1.41	−1.41	−2.2	−3.54	−3.54	−3.54	−2.2	I(1)
$EXP$	−1.26	−1.26	−1.26	−2.2	−3.53	−3.53	−3.53	−2.2	I(1)
$FDI$	−2.63	−2.63	−2.51	−2.2	−5.28	−5.25	−5.17	−2.2	I(0) I(1)
$R & D$	−2.01	−2.01	−2.01	−2.2	−4.71	−4.71	−4.71	−2.2	I(1)
Model with no constant nor trend
$GDP$	−0.31	−0.31	−0.31	−1.61	−3.16	−3.16	−3.16	−1.61	I(1)
$INNOV$	−1.43	−1.44	−1.44	−1.61	−4.33	−4.33	−4.33	−1.61	I(1)
$IMP$	−1.01	−1.01	−1.01	−1.61	−3.41	−3.41	−3.41	−1.61	I(1)
$EXP$	−0.57	−0.57	−0.57	−1.61	−3.57	−3.57	−3.57	−1.61	I(1)
$FDI$	−2.50	−2.50	−2.50	−1.61	−5.27	−5.27	−5.27	−1.61	I(0) I(1)
$R & D$	−0.84	−0.84	−0.84	−1.61	−4.66	−4.66	−4.66	−1.61	I(1)
Model with constant and trend
$GDP$	−2.02	−2.02	−2.02	−2.72	−3.64	−3.64	−3.64	−2.72	I(1)
$INNOV$	−1.85	−1.79	−1.79	−2.72	−4.42	−4.42	−4.42	−2.72	I(1)
$IMP$	−1.62	−1.62	−1.62	−2.72	−3.67	−3.67	−3.67	−2.72	I(1)
$EXP$	−1.40	−1.40	−1.40	−2.72	−3.84	−3.84	−3.84	−2.72	I(1)
$FDI$	−2.98	−2.98	−2.98	−2.72	−5.27	−5.27	−5.27	−2.72	I(0) I(1)
$R & D$	−2.47	−2.47	−2.47	−2.72	−4.88	−4.88	−4.88	−2.72	I(1)