Table 4.
Dumitrescu-Hurlin Granger causality results
| Tested hypothesis | Z-bar test |
|---|---|
| Panel A: 2006–2017 | |
| Total birth weight | |
| H0: Fracking does not cause infants’ health at birth | 9.864*** [0.00] |
| H0: Infants’ health at birth does not cause fracking | 0.751 [0.24] |
| Low birth weight | |
| H0: Fracking does not cause infants’ health at birth | 10.639*** [0.00] |
| H0: Infants’ health at birth does not cause fracking | 0.682 [0.29] |
| Health index | |
| H0: Fracking does not cause infants’ health at birth | 8.843*** [0.00] |
| H0: Infants’ health at birth does not cause fracking | 0.661 [0.32] |
| Panel B: 1996–2005 | |
| Total birth weight | |
| H0: Fracking does not cause infants’ health at birth | 1.074 [0.18] |
| H0: Infants’ health at birth does not cause fracking | 0.496 [0.49] |
| Low birth weight | |
| H0: Fracking does not cause infants’ health at birth | 0.981 [0.22] |
| H0: Infants’ health at birth does not cause fracking | 0.453 [0.60] |
| Health index | |
| H0: Fracking does not cause infants’ health at birth | 1.372* [0.10] |
| H0: Infants’ health at birth does not cause fracking | 0.482 [0.56] |
Figures in brackets denote p values
***p ≤ 0.01
*p ≤ 0.10