. 2022 Jan 14;9:816697. doi: 10.3389/fpubh.2021.816697

Table 5.

Second generation unit root tests for individual variables.

Cross–Sectional ADF (CADF) test
GGR_{i, t}	ΔGRD_{i, t}	GDP_{i, t}	ΔGDP_{i, t}	ENC_{i, t}	ENC_{i, t}	ENT_{i, t}	ENT_{i, t}	GTN_{i, t}	GTN_{i, t}	EMS_{i, t}	EMS_{i, t}
−1.76	−3.22^a	−0.98	−2.75^a	−1.28	−4.74^a	−1.80	−3.92^c	−1.32	−3.60^a	−1.99	−4.78^a
Cross–Sectional IPS (CIPS) test
GGR_{i, t}	ΔGRD_{i, t}	GDP_{i, t}	ΔGDP_{i, t}	ENC_{i, t}	ENC_{i, t}	ENT_{i, t}	ENT_{i, t}	GTN_{i, t}	GTN_{i, t}	EMS_{i, t}	EMS_{i, t}
−1.15	−2.07^c	−1.25	−2.07^c	−1.08	−2.99^a	−1.78	−2.43^a	−0.89	−2.28^a	−1.27	−3.42^a
GRD_{i, t} is I(1)		GDP_{i, t} is I(1)		ENC_{i, t} is I(1)		ENT_{i, t} is I(1)		PTN_{i, t} is I(1)		EMS_{i, t} is I(1)

By definition: $C I P S = \frac{\sum_{i = 1}^{N} t_{i} (N, T)}{N} = \frac{\sum_{i = 1}^{N} C A D F_{i}}{N}$ .

^a and ^c represent statistical significance at 1% and 10%, respectively.

Authors' estimates.