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Cross-section dependence analysis.
| Test | Statistics | D.F | Probability |
|---|---|---|---|
| Breusch-Pagan LM | 86.512 | 10 | 0.000 |
| Pesaran scaled LM | 17.108 | – | 0.000 |
| Pesaran CD | 4.960 | – | 0.000 |
Note: The significant p-values probe that there the issue of cross-section dependence exists among the series of variables.
Source: self-elaboration.
