Annex 4: Results of Unit Root Tests in Dynamic Panel Data

Annex 4: Results of unit root tests in dynamic panel data.

Test / Breitung (2000)
Model / With constant and trend
Crop / Cereal / Olive / Citrus / Tomatoes
Variables / Stat / Prob / stat / Prob / stat / Prob / stat / Prob
Prod / -3.517 / 0.000*** / -7.416 / 0.000*** / 4.749 / 1.000 / -2.90213 / 0.001***
Δ Prod / -10.22 / 0.000*** / -11.814 / 0.000*** / -5.895 / 0.000*** / -2.40353 / 0.008**
K / -5.928 / 0.000*** / -4.507 / 0.000*** / -3.0.32 / 0.001** / -2.28012 / 0.011*
ΔK / -2.089 / 0.018** / -1.804 / 0.035** / -1.118 / 0.131 / -3.73955 / 0.000***
L / -3.770 / 0.000*** / -4..861 / 0.000*** / -3.517 / 0.000*** / -2.66544 / 0.003**
ΔL / -12.846 / 0.000*** / -12.129 / 0.003** / -7.536 / 0.000*** / -4.38523
/ 0.000***
T / -2.309 / 0.010** / -0.489 / 0.312 / 0.440 / 0.670 / 2.01005 / 0.977
ΔT / -16.293 / 0.000*** / -5.968 / 0.000*** / -1.703 / 0.044* / -2.82901 / 0.002**
P / -2.013 / 0.022** / -4.624 / 0.000*** / -2.823 / 0.002** / -2.54883 / 0.005**
ΔP / -7.197 / 0.000*** / -6.338 / 0.000*** / -4.806 / 0.000*** / -5.53412 / 0.000***
B / -4.168 / 0.000*** / -3.04166 / 0.001***
ΔB / -9.277 / 0.000*** / 0.20113 / 0.5797
BP / -4.475 / 0.000*** / -1.59926 / 0.054*
ΔBP / -5.397 / 0.000*** / -0.40271 / 0.343
BT / -4.172 / 0.000*** / -3.23581 / 0.000***
ΔBT / -7.756 / 0.000*** / 0.58892 / 0.722
NF / -2.707 / 0.002** / -3.20708 / 0.000***
ΔNF / -10.334 / 0.000*** / -5.22735 / 0.000***
NFP / -2.189 / 0.014** / -3.09632 / 0.001***
ΔNFP / -4.530 / 0.000*** / -6.08821 / 0.000***
NFT / -1.176 / 0.119 / 1.50990 / 0.9345
ΔNFT / -4.190 / 0.000*** / -3.18384 / 0.000***
(***)significant at 1%-level, (**)significant at 5%-level , (*): significant at 10%-level