Table 3 Cross-section dependence test.
Test | GDP | L | K | CO2 | EE | RE |
|---|---|---|---|---|---|---|
Statistic | ||||||
Breusch-Pagan LM | 552.2138a | 346.6675a | 120.6481a | 324.5547a | 510.4822a | 260.4278a |
Pesaran scaled LM | 70.05102a | 42.58374a | 12.38062a | 39.62879a | 64.47439a | 31.05948a |
Bias-corrected scaled LM | 69.85102a | 42.38374a | 12.18062a | 39.42879a | 64.27439a | 30.85948a |
Pesaran CD | 23.48271a | 15.66565a | − 1.243612 | 13.11505a | 11.89488a | − 2.672919a |