RV | LIQ | OI | VOL | |
ADF | −5.190*** | −3.792*** | −1.997 | −2.051 |
PP | −17.687*** | −9.905*** | −4.652*** | −4.267*** |
DF-GLS | −4.490*** | −4.710*** | −4.187*** | −2.716* |