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Table 7 Result of Granger causality tests

From: Renewable energy and population growth for sustainable development in the Southeast Asian countries

Null hypothesis

Traditional test

D–H test

 

Chi2-statistic

Prob

Z bar-statistic

Prob

dlngdppc does not Granger-cause dlnco2pc

28.88

0.00

0.78

0.43

dlnpop does not Granger-cause dlnco2pc

1.97

0.16

9.14

0.00

dlnrecpc does not Granger-cause dlnco2pc

7.27

0.01

−0.54

0.59

dlnecpc does not Granger-cause dlnco2pc

18.70

0.00

0.24

0.81

dlnco2pc does not Granger-cause dlngdppc

8.41

0.00

2.11

0.04

dlnpop does not Granger-cause dlngdppc

44.49

0.00

2.01

0.05

dlnrecpc does not Granger-cause dlngdppc

0.34

0.56

2.48

0.01

dlnecpc does not Granger-cause dlngdppc

13.60

0.00

2.40

0.02

dlnco2pc does not Granger-cause dlnpop

228.17

0.00

6.42

0.00

dlngdppc does not Granger-cause dlnpop

88.80

0.00

7.12

0.00

dlnrecpc does not Granger-cause dlnpop

11.59

0.00

5.94

0.00

dlnecpc does not Granger-cause dlnpop

0.02

0.90

8.36

0.00

dlnco2pc does not Granger-cause dlnrecpc

0.90

0.34

0.99

0.32

dlngdppc does not Granger-cause dlnrecpc

0.55

0.46

− 1.27

0.20

dlnpop does not Granger-cause dlnrecpc

63.77

0.00

7.86

0.00

dlnecpc does not Granger-cause dlnrecpc

31.02

0.00

− 0.86

0.38

dlnco2pc does not Granger-cause dlnecpc

23.44

0.00

0.46

0.65

dlngdppc does not Granger-cause dlnecpc

7.59

0.01

1.14

0.25

dlnpop does not Granger-cause dlnecpc

37.32

0.00

− 0.19

0.85

dlnrecpc does not Granger-cause dlnecpc

1.28

0.26

− 0.99

0.32

  1. The traditional Granger causality test is based on the panel VAR model within the GMM framework
  2. D–H test is based on the heterogeneous-panel Granger non-causality test