Table 6

GMM analysis

VariablesEq. (3) SUSEq. (4) SUSEq. (5) SUSEq. (6) SUS_ENVEq. (7) SUS_SOCEq. (8) SUS_GOV
L.SUS0.4620.4030.389   
(0.071)***(0.076)***(0.068)***   
L.SUS_ENV   0.372  
   (0.089)***  
L.SUS_SOC    0.342 
    (0.093)*** 
L.SUS_GOV     0.435
     (0.079)***
DA0.103 0.1480.0910.0670.129
(0.062)* (0.052)**(0.069)**(0.061)*(0.053)**
Period 0.0920.0410.0830.0560.108
 (0.045)**(0.046)(0.054)*(0.049)(0.042)**
DA × Period  0.1310.0380.0690.248
  (0.046)**(0.069)*(0.041)**(0.089)
(−0.031)*(−0.028)**(−0.027)*(−0.029)(−0.025)**(−0.026)**
ControlsYesYesYesYesYesYes
AR(1) χ2 (p-value)6.42 (0.011)***5.79 (0.016)***6.54 (0.010)***5.37 (0.021)***6.18 (0.013)***6.61 (0.009)***
AR(2) χ2 (p-value)1.18 (0.278)1.51 (0.207)1.23 (0.267)1.39 (0.237)1.48 (0.212)1.35 (0.241)
Hansen J-stat (p)13.08 (0.324)13.92 (0.384)12.77 (0.298)14.26 (0.392)13.61 (0.363)12.89 (0.339)
No. of Instruments363539383838
Observations750750750750750750

Note(s): *Significant at the 0.10 level; **significant at the 0.05 level and ***significant at the 0.01 level

Source(s): Created by author

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