Table 17 Results of the endogeneity... | Emerald Publishing

Table 17

Results of the endogeneity assessment using the Gaussian copula approach

Test	Construct	Coefficient	p-value
Model 1: Gaussian Copula Test (endogenous variable: CSFs; outcome variable: LARG)	CSFs	0.655	0.101
	^сCSFs	0.228	0.571
Model 2: Gaussian Copula Test (endogenous variable: CSFs; outcome variable: SSCP)	CSFs	0.677	0.046
	^сCSFs	−0.067	0.367
Model 3: Gaussian Copula Test (endogenous variable: LARG; outcome variable: SSCP)	LARG	0.199	0.536
	^сLARG	0.063	0.364
Model 4: Gaussian Copula Test (endogenous variable: CSFs, LARG; outcome variable: SSCP)	CSFs	0.606	0.16
	LARG	0.196	0.557
	^сCSFs	−0.247	0.552
	^сLARG	0.311	0.344

Test	Construct	Coefficient	p-value
Model 1: Gaussian Copula Test (endogenous variable: CSFs; outcome variable: LARG)	CSFs	0.655	0.101
	^сCSFs	0.228	0.571
Model 2: Gaussian Copula Test (endogenous variable: CSFs; outcome variable: SSCP)	CSFs	0.677	0.046
	^сCSFs	−0.067	0.367
Model 3: Gaussian Copula Test (endogenous variable: LARG; outcome variable: SSCP)	LARG	0.199	0.536
	^сLARG	0.063	0.364
Model 4: Gaussian Copula Test (endogenous variable: CSFs, LARG; outcome variable: SSCP)	CSFs	0.606	0.16
	LARG	0.196	0.557
	^сCSFs	−0.247	0.552
	^сLARG	0.311	0.344

Note(s): ^cstands for the copula. Models that include the copula are shown in italic