Dependence variable | Cross-sectional dependence | Slope homogeneity | |||
---|---|---|---|---|---|
Breusch–Pagan LM | Pesaran scaled LM | Pesaran CD | Delta | Adjusted delta | |
lnCO2 | 867.0*** | 1.721* | 4.587*** | 14.19*** | 17.22*** |
lnY | 928.3*** | 5.619*** | 10.57*** | 39.96*** | 48.42*** |
lnRE | 810.6*** | − 0.621 | 1.100 | 17.33*** | 21.03*** |
lnNRE | 933.8*** | 4.997*** | 4.090*** | 7.16*** | 8.694*** |
lnTRD | 1370*** | 26.57*** | 23.05*** | 11.41*** | 13.85*** |
lnFD | 972.3*** | 7.010*** | 8.240*** | 12.72*** | 15.43*** |
lnURB | 1090*** | 13.53*** | 3.837*** | 23.28*** | 28.25*** |