Group unit root test: Summary
Date: 12/16/08 Time: 09:37
Sample: 1996 2006
Series: LNEXPAH, LNEXPBJ, LNEXPCQ, LNEXPFJ, LNEXPGD,
LNEXPGS, LNEXPGX, LNEXPGZ, LNEXPHAINAN,
LNEXPHEBEI, LNEXPHENAN, LNEXPHLJ, LNEXPHUBEI,
LNEXPHUNAN, LNEXPJL, LNEXPJS, LNEXPJX, LNEXPLN,
LNEXPNMG, LNEXPNX, LNEXPQH, LNEXPSC, LNEXPSD,
LNEXPSH, LNEXPSHAANXI, LNEXPSHANXI, LNEXPTJ,
LNEXPXJ, LNEXPYN, LNEXPZJ
Exogenous variables: Individual effects
Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0 to 1
Newey-West bandwidth selection using Bartlett kernel
Cross-
Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* 29.4018 1.0000 30 293
Breitung t-stat -6.38707 0.0000 30 263
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat 25.3924 1.0000 30 293
ADF - Fisher Chi-square 0.37642 1.0000 30 293
PP - Fisher Chi-square 0.27714 1.0000 30 300
Null: No unit root (assumes common unit root process)
Hadri Z-stat 10.0430 0.0000 30 330
** Probabilities for Fisher tests are computed using an asympotic Chi
-square distribution. All other tests assume asymptotic normality.