21
(c) Latin America
|
Period |
Scale |
D-statistic |
Critical Values |
H0: Homogeneity | ||||
|
10% |
5% |
1% |
10% |
5% |
1% | |||
|
1997-1998 |
d1 |
0.283 |
0.108 |
0.120 |
0.144 |
F |
F |
F |
|
d2 |
0.448 |
0.151 |
0.167 |
0.202 |
F |
F |
F | |
|
d3 |
0.220 |
0.218 |
0.243 |
0.295 |
F |
T |
T | |
|
d4 |
0.539 |
0.319 |
0.355 |
0.428 |
F |
F |
F | |
|
d5 |
0.622 |
0.503 |
0.558 |
0.659 |
F |
F |
T | |
|
d6 |
0.975 |
0.993 |
0.998 |
0.999 |
T |
T |
T | |
|
1999-2001 |
d1 |
0.196 |
0.088 |
0.098 |
0.117 |
F |
F |
F |
|
d2 |
0.142 |
0.126 |
0.140 |
0.167 |
F |
F |
T | |
|
d3 |
0.201 |
0.176 |
0.195 |
0.232 |
F |
F |
T | |
|
d4 |
0.165 |
0.256 |
0.284 |
0.342 |
T |
T |
T | |
|
d5 |
0.402 |
0.381 |
0.425 |
0.505 |
F |
T |
T | |
|
d6 |
0.483 |
0.636 |
0.703 |
0.815 |
T |
T |
T | |
|
1999-2002 |
d1 |
0.150 |
0.077 |
0.085 |
0.101 |
F |
F |
F |
|
d2 |
0.093 |
0.109 |
0.121 |
0.144 |
T |
T |
T | |
|
d3 |
0.182 |
0.152 |
0.168 |
0.203 |
F |
F |
T | |
|
d4 |
0.140 |
0.218 |
0.243 |
0.295 |
T |
T |
T | |
|
d5 |
0.294 |
0.319 |
0.355 |
0.428 |
T |
T |
T | |
|
d6 |
0.277 |
0.503 |
0.558 |
0.659 |
T |
T |
T | |
(d) North America
|
Period |
Scale |
D-statistic |
Critical Values |
H0: Homogeneity | ||||
|
10% |
5% |
1% |
10% |
5% |
1% | |||
|
1997-1998 |
d1 |
0.191 |
0.108 |
0.120 |
0.144 |
F |
F |
F |
|
d2 |
0.258 |
0.151 |
0.167 |
0.202 |
F |
F |
F | |
|
d3 |
0.140 |
0.218 |
0.243 |
0.295 |
T |
T |
T | |
|
d4 |
0.614 |
0.319 |
0.355 |
0.428 |
F |
F |
F | |
|
d5 |
0.275 |
0.503 |
0.558 |
0.659 |
T |
T |
T | |
|
d6 |
0.996 |
0.993 |
0.998 |
0.999 |
F |
T |
T | |
|
1999-2001 |
d1 |
0.111 |
0.088 |
0.098 |
0.117 |
F |
F |
T |
|
d2 |
0.095 |
0.126 |
0.140 |
0.167 |
T |
T |
T | |
|
d3 |
0.129 |
0.176 |
0.195 |
0.232 |
T |
T |
T | |
|
d4 |
0.136 |
0.256 |
0.284 |
0.342 |
T |
T |
T | |
|
d5 |
0.188 |
0.381 |
0.425 |
0.505 |
T |
T |
T | |
|
d6 |
0.714 |
0.636 |
0.703 |
0.815 |
F |
F |
T | |
|
1999-2002 |
d1 |
0.158 |
0.077 |
0.085 |
0.101 |
F |
F |
F |
|
d2 |
0.111 |
0.109 |
0.121 |
0.144 |
F |
T |
T | |
|
d3 |
0.170 |
0.152 |
0.168 |
0.203 |
F |
F |
T | |
|
d4 |
0.153 |
0.218 |
0.243 |
0.295 |
T |
T |
T | |
|
d5 |
0.127 |
0.319 |
0.355 |
0.428 |
T |
T |
T | |
|
d6 |
0.363 |
0.503 |
0.558 |
0.659 |
T |
T |
T | |
Note: An Inclan-Tiao approximation is used to compute the critical values for sample sizes N≥128, while a
Monte Carlo Technique is used for N<128. “T” indicates that we cannot reject the null hypothesis and “F”
otherwise.