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Agricultural and Food Economics

Table 6 Summary of linearity tests

From: Rubber world price transmission to Ivorian producer prices: an analysis in the presence of structural breaks

Estimates

Hansen and Seo test

Lo and Zivot test

 

Linear vs threshold cointegration

Linear vs two regimes

Linear vs three regimes

supLM test value

11.97

13.69

39.83

p value

0.66

0.43

0.11

Critical value 95%

18.20

23.21

43.83

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