Group unit root test: Summary
Series: LM
Date: 05/08/13 Time: 14:51
Sample: 2003Q1 2008Q4
Exogenous variables: Individual effects, individual linear trends
User-specified lags: 2
and Bartlett kernel
Balanced observations for each test
Cross-
Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -0.31225 0.3774 1 21
Breitung t-stat -1.79698 0.0362 1 20
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -0.26797 0.3944 1 21
ADF - Fisher Chi-square 1.75815 0.4152 1 21
PP - Fisher Chi-square 0.28283 0.8681 1 23
** Probabilities for Fisher tests are computed using an asymptotic Chi
-square distribution. All other tests assume asymptotic normality.


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