Table 2 Cross-sectional dependence test results
Variables | Breusch-Pagan LM | Pesaran scaled LM | Bias-corrected scaled LM | Pesaran CD |
|---|---|---|---|---|
LNHS | 705.850*** (0.000) | 69.600*** (0.000) | 69.326*** (0.000) | 26.566*** (0.000) |
LNPUH | 171.068*** (0.000) | 13.289*** (0.000) | 12.955*** (0.000) | −0.888 (0.374) |
LNPVH | 213.210*** (0.000) | 17.731*** (0.000) | 17.798*** (0.000) | −1.942* (0.052) |
LNENC | 261.927*** (0.000) | 22.866*** (0.000) | 22.533*** (0.000) | 9.781*** (0.000) |
LNCO2 | 337.622*** (0.000) | 30.845*** (0.000) | 30.512*** (0.000) | 16.745*** (0.000) |
LNPERGDP | 640.482*** (0.000) | 62.769*** (0.000) | 62.436*** (0.000) | 25.257*** (0.000) |
LNSAN | 714.776*** (0.000) | 70.601*** (0.000) | 70.267*** (0.000) | 16.056*** (0.000) |