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Test for cross-sectional dependence and slope heterogeneity tests
| Value | df | Prob | |
|---|---|---|---|
| Breusch-Pagan LM | 3661.461 | 630 | 0.0000 |
| Pesaran scaled LM | 85.40173 | 630 | 0.0000 |
| Pesaran CD | 11.34145 | 630 | 0.0000 |
| Pasaran-Yamagata Delta | 11.643 | 0.0000 | |
| Pesaran-Yamagata Adj. Delta | 15.525 | 0.0000 |
