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Table 7 Results of test statistics from the threshold nonlinearity test

From: Impacts of corn price and imported beef price on domestic beef price in South Korea

Threshold hypothesis

DAUSP

DCORNP

DKORP

1 vs 2

35.30***

16.69

19.41

1 vs 3

62.30***

28.86

42.41

2 vs 3

27.01***

12.17

23.00

  1. D indicates first difference
  2. Significant at ***1%