Table 10 Dumitrescu and Hurlin panel causality results.

From: Cross-sectional analysis of socioeconomic drivers of PM2.5 pollution in emerging SAARC economies

Null hypothesis

W-Stat.

Zbar-Stat.

P-value

Result

LnGDP \(\Rightarrow\) LnPM2.5

4.2325

1.8068

0.0708*

Uni-directional

LnPM2.5 \(\Rightarrow\) LnGDP

3.8883

1.4873

0.1369

No causality

LnCOEXP \(\Rightarrow\) LnPM2.5

4.6381

2.1832

0.0290**

Unidirectional

LnPM2.5 \(\Rightarrow\) LnCOEXP

2.5702

0.2640

0.7917

No causality

LnFA \(\Rightarrow\) LnPM2.5

3.4951

1.1224

0.2617

No causality

LnPM2.5 \(\Rightarrow\) LnFA

1.3055

 − 0.9096

0.3630

No causality

LnPREC \(\Rightarrow\) LnPM2.5

2.9587

0.6246

0.5322

No causality

LnPM2.5 \(\Rightarrow\) LnPREC

2.9536

0.6198

0.5353

No causality

LnTEMP \(\Rightarrow\) LnPM2.5

3.8879

1.4869

0.1370

No causality

LnPM2.5 \(\Rightarrow\) LnTEMP

2.2875

0.0017

0.9986

No causality

LnCOEXP \(\Rightarrow\) LnGDP

3.1274

0.7812

0.4347

No causality

LnGDP \(\Rightarrow\) LnCOEXP

4.7630

2.2991

0.0215**

Uni-directional

LnFA \(\Rightarrow\) LnGDP

5.2699

2.7695

0.0056***

Uni-directional

LnGDP \(\Rightarrow\) LnFA

1.5212

 − 0.7094

0.4780

No causality

LnPREC \(\Rightarrow\) LnGDP

4.6084

2.1556

0.0311**

Uni-directional

LnGDP \(\Rightarrow\) LnPREC

2.4035

0.1093

0.9129

No causality

LnTEMP \(\Rightarrow\) LnGDP

6.2294

3.6601

0.0003***

Bidirectional

LnGDP \(\Rightarrow\) LnTEMP

4.0702

1.6561

0.0977*

Bidirectional

LnFA \(\Rightarrow\) LnCOEXP

8.2013

5.4902

4.E−08

No causality

LnCOEXP \(\Rightarrow\) LnFA

4.2692

1.8408

0.0656*

Uni-directional

LnPREC \(\Rightarrow\) LnCOEXP

0.8758

 − 1.3084

0.2840

No causality

LnCOEXP \(\Rightarrow\) LnPREC

3.2146

0.8620

0.3886

No causality

LnTEMP \(\Rightarrow\) LnCOEXP

1.1312

 − 1.0714

0.2840

No causality

LnCOEXP \(\Rightarrow\) LnTEMP

2.46878

0.1699

0.8651

No causality

LnPREC \(\Rightarrow\) LnFA

2.8489

0.5227

0.6012

No causality

LnFA \(\Rightarrow\) LnPREC

3.2243

0.8711

0.3837

No causality

LnTEMP \(\Rightarrow\) LnFA

0.3665

 − 1.7811

0.0749*

Uni-directional

LnFA \(\Rightarrow\) LnTEMP

1.9939

 − 0.2708

0.7865

No causality

LnTEMP \(\Rightarrow\) LnPREC

4.3619

1.9268

0.0540*

Uni-directional

LnPREC \(\Rightarrow\) LnTEMP

3.02117

0.6825

0.4949

No causality

  1. ***, ** and * indicate the statistical significance of 1%, 5% and 10% respectively.