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Table 3 Variables unit root test

From: The impact of Internet finance on commercial banks’ risk taking: evidence from China

Variables

Hadri test

LLC test

IPS test

Statistics (figure P)

Statistics (figure P)

Statistics (figure P)

RISK A/E

2.327*** (0.010)

−8.883*** (0.000)

−4.229*** (0.000)

RISK LL

7.787*** (0.000)

−30.396*** (0.000)

−7.206*** (0.000)

RISK L/A

8.636*** (0.000)

−7.139*** (0.000)

−3.522*** (0.000)

LI

8.000*** (0.000)

−6.152*** (0.000)

−1.764** (0.039)

  1. Note: The original assumption of three types of unit root test was the non-existence of unit root of variables; *** and ** represent significance at 1 and 5 % levels, respectively