Panel cross-sectional dependence tests
| Model | OE | CC | TC | |||
|---|---|---|---|---|---|---|
| Statistic | p-value | Statistic | p-value | Statistic | p-value | |
| Breusch-Pagan LM | 34.217 | 0.002 | 28.765 | 0.001 | 36.908 | 0 |
| Pesaran scaled LM | 7.112 | 0 | 6.034 | 0 | 7.845 | 0 |
| Bias-corrected scaled LM | 6.003 | 0 | 5.512 | 0.001 | 6.789 | 0 |
| Pesaran CD | 4.102 | 0 | 3.567 | 0.001 | 4.589 | 0 |
| Model | ||||||
|---|---|---|---|---|---|---|
| Statistic | Statistic | Statistic | ||||
| Breusch-Pagan | 34.217 | 0.002 | 28.765 | 0.001 | 36.908 | 0 |
| Pesaran scaled | 7.112 | 0 | 6.034 | 0 | 7.845 | 0 |
| Bias-corrected scaled | 6.003 | 0 | 5.512 | 0.001 | 6.789 | 0 |
| Pesaran | 4.102 | 0 | 3.567 | 0.001 | 4.589 | 0 |
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