Residual cross-section dependence test
| Null hypothesis: No cross-section dependence (correlation) in weighted residuals | |||
|---|---|---|---|
| Test | Statistic | d.f | Prob |
| Breusch–Pagan LM | 12.06992 | 6 | 0.0604 |
| Pesaran scaled LM | 1.752236 | 0.0797 | |
| Bias-corrected scaled LM | 1.675313 | 0.0939 | |
| Null hypothesis: No cross-section dependence (correlation) in weighted residuals | |||
|---|---|---|---|
| Test | Statistic | d.f | Prob |
| Breusch–Pagan LM | 12.06992 | 6 | 0.0604 |
| Pesaran scaled LM | 1.752236 | 0.0797 | |
| Bias-corrected scaled LM | 1.675313 | 0.0939 | |
Source(s): Results generated by authors
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