Table A2 Results from Equation (1) ,...

Table A2

Results from Equation (1), 2SLS with TM_i as a potential endogenous variable in the extended model

Variable	2SLS extended
Variable	Coeff.	SE
Climate change concern	0.383^***	(0.056)
Tax morale	0.054^**	(0.026)
Trust in government	0.105^***	(0.028)
Political orientation	−0.044^**	(0.019)
Political trust	−0.028	(0.033)
Political participation	−0.074	(0.097)
Climate responsibility	−0.000	(0.015)
Social network activity	−0.041	(0.095)
Religiosity	0.028	(0.096)
Gender	0.124	(0.090)
Age	0.008	(0.008)
Constant	1.312^***	(0.443)
Observations	514
R²	0.163
Kleibergen–Paap rk LM	298.261	[0.000]
Kleibergen–Paap rk Wald F	2316.512
Hansen J statistic	1.993	[0.574]
Durbin–Wu–Hausman test	0.677	[0.381]

Variable	2SLS extended
Variable	Coeff.	SE
Climate change concern	0.383^***	(0.056)
Tax morale	0.054^**	(0.026)
Trust in government	0.105^***	(0.028)
Political orientation	−0.044^**	(0.019)
Political trust	−0.028	(0.033)
Political participation	−0.074	(0.097)
Climate responsibility	−0.000	(0.015)
Social network activity	−0.041	(0.095)
Religiosity	0.028	(0.096)
Gender	0.124	(0.090)
Age	0.008	(0.008)
Constant	1.312^***	(0.443)
Observations	514
R²	0.163
Kleibergen–Paap rk LM	298.261	[0.000]
Kleibergen–Paap rk Wald F	2316.512
Hansen J statistic	1.993	[0.574]
Durbin–Wu–Hausman test	0.677	[0.381]

Note(s): The standard errors in parentheses are heteroskedasticity consistent. We employ ^*, ^** and ^*** to denote statistical significance at the 10, 5 and 1% levels, respectively. p values are presented in brackets. The TM_i variable has been instrumented by its second, third and fourth moments, following the methodology of Lewbel (1997). The dependent variable is environmental tax morality on a five-point scale

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