Country | Dependent variable|independent variable | F1 | F1* | t | t* | F2 | F2* | Dummy variables | Result |
---|---|---|---|---|---|---|---|---|---|
Brazil | (LGDP|LEC|LCO2) | 3.087 | 3.178 | − 2.798 | − 1.585 | 4.459 | 3.287 | D77, D04, | No cointegration |
(LEC|LCO2|LGDP) | 1.451 | 2.747 | 0.810 | − 1.456 | 0.848 | 2.788 | D77, D97, D07 | No cointegration | |
(LCO2|LGDP|LEC) | 5.738 | 4.087 | − 3.132 | − 2.786 | 8.599 | 4.913 | D77, D96, D09 | Cointegration | |
India | (LGDP|LEC|LCO2) | 3.445 | 2.760 | − 0.097 | − 1.188 | 0.240 | 2.964 | D88, D98, D07 | No cointegration |
(LEC|LCO2|LGDP) | 7.820 | 4.643 | − 3.103 | − 1.152 | 8.944 | 5.918 | D85, D95, D02, D08 | Cointegration | |
(LCO2|LGDP|LEC) | 0.467 | 4.194 | − 0.399 | − 2.917 | 0.314 | 5.435 | D83, D90, D96, D07 | No cointegration | |
Indonesia | (LGDP|LEC|LCO2) | 0.575 | 3.210 | − 1.179 | − 2.267 | 0.688 | 3.752 | D79, D90, D06 | No cointegration |
(LEC|LCO2|LGDP) | 3.238 | 3.004 | − 0.444 | − 1.925 | 3.956 | 3.272 | D78, D90, D00 | Degenerate case #2 | |
(LCO2|LGDP|LEC) | 0.775 | 3.643 | − 1.065 | − 2.310 | 1.151 | 4.476 | D77, D91, D01, D07 | No cointegration | |
Mexico | (LGDP|LEC|LCO2) | 4.309 | 2.848 | − 0.114 | − 2.046 | 4.458 | 3.071 | D79, D98 | Degenerate case #2 |
(LEC|LCO2|LGDP) | 4.082 | 4.858 | − 0.561 | − 3.306 | 0.680 | 6.421 | D79, D99 | No cointegration | |
(LCO2|LGDP|LEC) | 3.201 | 4.625 | − 2.422 | − 0.893 | 2.260 | 2.798 | D78, D01 | No cointegration | |
People’s Republic of China | (LGDP|LEC|LCO2) | 0.934 | 3.371 | 1.183 | − 2.306 | 0.840 | 3.800 | D84, D94, D05 | No cointegration |
(LEC|LCO2|LGDP) | 5.155 | 2.965 | 1.351 | − 1.923 | 7.022 | 3.244 | D77, D87, D94, D03, D09 | Degenerate case #2 | |
(LCO2|LGDP|LEC) | 2.973 | 3.173 | − 2.828 | − 2.248 | 4.451 | 3.669 | D77, D85, D93, D03, D09 | No cointegration | |
Russia | (LGDP|LEC|LCO2) | 1.744 | 13.258 | − 1.003 | − 2.609 | 1.687 | 5.368 | D04, D07 | No cointegration |
(LEC|LCO2|LGDP) | 14.826 | 3.283 | 1.935 | − 1.671 | 17.601 | 3.131 | D95, D06 | Cointegration | |
(LCO2|LGDP|LEC) | 9.542 | 42.776 | − 2.579 | − 1.326 | 8.919 | 21.066 | D95, D06 | No cointegration | |
Turkey | (LGDP|LEC|LCO2) | 1.537 | 3.414 | 1.636 | − 2.336 | 1.129 | 4.108 | D75, D90, D05 | No cointegration |
(LEC|LCO2|LGDP) | 0.939 | 3.657 | − 1.555 | − 2.498 | 1.289 | 4.592 | D73, D87, D96, D06 | No cointegration | |
(LCO2|LGDP|LEC) | 1.439 | 3.950 | 1.487 | − 0.372 | 2.024 | 4.933 | D72, D86, D95, D05 | No cointegration |