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Table 4 Results from the ZA unit root tests with a structural break

From: Defence expenditure and economic growth in Latin American countries: evidence from linear and nonlinear causality tests

  Variable Level Break 1st diff. Break
Argentina lnGDP −7.67*** 2009 −11.19*** 1975
  lnMGDP −7.67*** 2009 −11.19*** 1975
  lnINV −3.70 1981 −6.81*** 1963
Bolivia lnGDP −7.02*** 1978 −11.05*** 1970
  lnMGDP −5.99*** 1975 −C10.61*** 1976
  lnINV −4.36 2003 −8.69*** 2004
Brazil lnGDP −6.57*** 1977 −10.64*** 2013
  lnMGDP −5.03* 1987 −8.88*** 1981
  lnINV −4.21 1995 −8.12*** 1989
Chile lnGDP −8.94*** 1998 −14.02*** 1965
  lnMGDP −5.36** 1970 −9.56*** 1969
  lnINV −5.54** 1987 −9.90*** 1983
Colombia lnGDP −6.50*** 1981 −11.72*** 1998
  lnMGDP −5.03* 1972 −8.37*** 1977
  lnINV −5.29** 1999 −7.58*** 1995
Dominican Republic lnGDP −6.69*** 2003 −10.24*** 1970
  lnMGDP −4.60 1987 −9.31*** 1991
  lnINV −4.75 1981 −9.36*** 1964
Ecuador lnGDP −8.16*** 1982 −12.68*** 1983
  lnMGDP −5.04* 1980 −9.64*** 1984
  lnINV −6.49*** 1965 −9.63*** 1966
El Salvador lnGDP −4.82* 1990 −10.54*** 1986
  lnMGDP −3.41 1979 −7.41*** 1985
  lnINV −4.38 1979 −7.07*** 1978
Guatemala lnGDP −9.82*** 1992 −9.24*** 1993
  lnMGDP −5.39** 1992 −8.18*** 1995
  lnINV −4.49 2006 −8.49*** 1975
Mexico lnGDP −6.05*** 2001 −9.50*** 2002
  lnMGDP −4.83* 2004 −9.90*** 2006
  lnINV −5.16*** 1982 −8.16*** 1995
Paraguay lnGDP −8.34*** 1998 −12.44*** 2002
  lnMGDP −3.45 2002 −13.59*** 2005
Peru lnGDP −6.56*** 1979 −10.62*** 1978
  lnMGDP −5.37** 1975 −10.64*** 2008
  lnINV −3.54 1968 −7.42*** 1982
Venezuela lnGDP −8.28*** 2002 −14.41*** 1985
  lnMGDP −7.52*** 2010 −10.66*** 2011
  lnINV −5.19** 1983 −8.26*** 1990
  1. Break denotes the time of the structure change
  2. ***, **, and * Significant at the 1, 5, and 10 levels, respectively