Table 2.
Results of panel unit root tests.
| Variables | Breitungt-Test | IPS Test |
|---|---|---|
| ALEX | 0.488 (0.211) | 0.081 (0.365) |
| ΔALEX | −3.047 ** (0.027) | −5.131 *** (0.001) |
| FLEX | 0.269 (0.638) | 0.106 (0.411) |
| ΔFLEX | −1.935 *** (0.000) | −6.064 *** (0.005) |
| MLEX | 2.071 (0.519) | −0.822 (0.396) |
| ΔMLEX | 0.759 ** (0.012) | 0.741 ** (0.036) |
| ln PM2.5H | 0.0258 (0.417) | −0.8233 (0.862) |
| Δln PM2.5H | −2.380 ** (0.026) | −4.751 *** (0.000) |
| ln PM2.5TR | 0.609 (0.473) | 0.0185 (0.781) |
| Δln PM2.5TR | −3.774 *** (0.008) | −5.136 ** (0.042) |
| ln PM2.5MC | −1.021 (0.849) | 2.104 (0.137) |
| Δln PM2.5MC | −4.265 *** (0.002) | −4.791 *** (0.000) |
| ln PM2.5OT | 0.936 (0.473) | 1.480 (0.805) |
| Δln PM2.5OT | −1.294 *** (0.009) | −3.151 ** (0.042) |
| GDP | 2.811 (0.863) | −0.602 (0.158) |
| ΔGDP | −2.507 ** (0.019) | −8.446 ** (0.025) |
| ln HEXP | 0.543 (0.618) | 3.104 (0.107) |
| Δln HEXP | −5.192 *** (0.001) | −6.425 *** (0.000) |
| P-HIV/AIDS | 1.806 (0.274) | 0.923 (0.405) |
| ΔP-HIV/AIDS | −3.188 ** (0.031) | −4.209 *** (0.000) |
| PUNP | 0.529 (0.148) | 0.174 (0.362) |
| ΔPUNP | −0.328 ** (0.027) | −1.566 ** (0.018) |
| PUP | 6.106 (0.593) | 2.078 (0.494) |
| ΔPUP | −1.355 *** (0.006) | −3.921 *** (0.002) |
| PPS | 2.602 (0.346) | 0.917 (0.496) |
| ΔPPS | −4.180 ** (0.040) | −5.621 ** (0.029) |
Note: p-values are in parentheses and **; *** denote statistical significance at the 5% and 1% levels, respectively; Δvariable indicates first difference of the variable; Δln variable indicates first difference of the logarithm of the variable; PM2.5H is PM2.5 from household combustion; PM2.5TR is PM2.5 from transport; PM2.5MC is PM2.5 from manufacturing industries and construction; PM2.5OT is PM2.5 from other sectors; and IPS refers to the Im, Pesaran and Shin panel root test.