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. 2022 Oct 25;30(9):22145–22158. doi: 10.1007/s11356-022-23650-0

Table 6.

Classical assumption test on fixed effect model

Proxy of crisis variable Normality test: p-value of Jarque–Bera Multicollinearity test: bivariate Pearson correlation Autocorrelation test: Durbin–Watson test Heteroscedasticity test: Glejser test
GDP 0.000 No multicollinearity 2.159 Heteroscedasticity
COV 0.000 No multicollinearity 2.160 Heteroscedasticity