[ 1,] "====================================================="
[ 2,] "Pooled Dickey-Fuller Regression: 2'th variable "
[ 3,] "====================================================="
[ 4,] "PARAMETERS Estimate robust SE t-value"
[ 5,] "====================================================="
[ 6,] "Lag[1]= 0.0091 0.0083 1.092"
[ 7,] "const= 0.1354 0.0827 1.637"
[ 8,] "====================================================="
[ 9,] "N*T= 250 N= 10 With constant "
[10,] "Unit root statistics: "
[11,] "STATISTIC Value crit. Value (5%) mean variance"
[12,] "====================================================="
[13,] "B/M (1994) 0.836 -1.65 0.000 1.000"
[14,] "L/L (1993) -1.862 -1.65 -0.557 0.840"
[15,] "mod. L/L 0.891 -1.65 0.000 1.000"
[16,] "I/P/S (1997) -1.198 -1.65 -1.526 0.839"
[17,] "====================================================="