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Table 3 Pesaran [71] CD test for cross-sectional dependence

From: Is industrial pollution detrimental to public health? Evidence from the world’s most industrialised countries

Variables

CD test

p-value

DEA

27.876***

0.000

CO2

49.870***

0.000

NIT

18.372***

0.000

GDP

93.776***

0.000

PHY

39.419***

0.000

URB

91.624***

0.000

WAT

19.473***

0.000

SAN

4.234***

0.000

SCH

39.806***

0.000

  1. Notes: Under the null hypothesis of cross-section independence, CD ~ N(0,1) P-values close to zero indicate data are correlated across panel groups. *** indicates rejection of the null hypothesis at the 1% significance level