Table 13 Results of LM test, LR test and Hausman test.
Inspection items | Statistic |
---|---|
LM-error | 488.757*** |
R-LM-error | 445.913*** |
LM-lag | 50.840*** |
R-LM-lag | 7.996*** |
LR-SAR | 47.65*** |
LR-SEM | 38.86*** |
Hausman | 193.44*** |
Inspection items | Statistic |
---|---|
LM-error | 488.757*** |
R-LM-error | 445.913*** |
LM-lag | 50.840*** |
R-LM-lag | 7.996*** |
LR-SAR | 47.65*** |
LR-SEM | 38.86*** |
Hausman | 193.44*** |