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. 2023 Feb 9;30(16):48436–48448. doi: 10.1007/s11356-023-25407-9

Table 5.

Wald test results

Variable	Wald Stat [Prob-Value]
Ρ	17.471***
Ρ	[0.000]
Β_GOV	25.454***
Β_GOV	[0.000]
Β_ERT	5.752***
Β_ERT	[0.000]
Β_IND	14.043***
Β_IND	[0.000]
Β_GDP	11.109
Β_GDP	[0.000]
φ₁	2.086***
φ₁	[0.000]
ω₀	0.647***
ω₀	[0.000]
λ₀	3.141
λ₀	[0.006]
θ₀	4.505***
θ₀	[0.000]
∞₀	2.778
∞₀	[0.000]

P-values are in square brackets. *P<0.05, **P=0.05, and ***P>0.05

Source: Author’s own estimations