Breakpoint unit root test
| Intercept (t statistic) | Intercept and trend (t statistic) | |||
|---|---|---|---|---|
| Level | 1st difference | Level | 1st difference | |
| CO2 | −1.28 | −7.06*** | −6.37*** | |
| GDP | 1.45 | −5.41*** | −3.35 | −6.64*** |
| GDP2 | 4.32* | −2.16 | −7.97*** | |
| GDP3 | −1.97 | −3.82 | −3.68 | −7.65*** |
| Oil price | −3.15 | −7.36*** | −4.69** | |
| Petroleum consumption | −1.38 | −6.34*** | −2.94 | −6.65*** |
| Trade openness | −1.36 | −6.93*** | −5.47*** | |
| FDI | −3.53 | −6.75*** | −3.52 | −6.85*** |
| Size of government | −5.90*** | −6.84*** | ||
| Intercept ( | Intercept and trend ( | |||
|---|---|---|---|---|
| Level | 1st difference | Level | 1st difference | |
| CO2 | −1.28 | −7.06*** | −6.37*** | |
| GDP | 1.45 | −5.41*** | −3.35 | −6.64*** |
| GDP2 | 4.32* | −2.16 | −7.97*** | |
| GDP3 | −1.97 | −3.82 | −3.68 | −7.65*** |
| Oil price | −3.15 | −7.36*** | −4.69** | |
| Petroleum consumption | −1.38 | −6.34*** | −2.94 | −6.65*** |
| Trade openness | −1.36 | −6.93*** | −5.47*** | |
| FDI | −3.53 | −6.75*** | −3.52 | −6.85*** |
| Size of government | −5.90*** | −6.84*** | ||
Note(s): ***, ** and * denote level of significance at 1, 5 and 10%, respectively
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