Panel A: Linearity test results.
LM	122.242***
LMF	8.912***
LRT	149.346***
Panel B: Remaining nonlinearity test results.
\(H_{0}:r = 1\ v.s\ H_{1}:r = 2\)
LM	40.986***
LMF	6.681***
LRT	43.513***
\(H_{0}:r = 2\ v.s\ H_{1}:r = 3\)
LM	19.576***
LMF	2.933***
LRT	20.128***