Table 4 Regression diagnostic test
From: Impact of learning through credit and value creation on the efficiency of Japanese commercial banks
| Â | Pesaran (2015) | Modified Wald test | Born and Breitung (2016) | Wooldridge (2002) |
|---|---|---|---|---|
The null hypothesis (H0) | errors are weakly cross-sectional dependent | sigma(i)^2 = sigma^2 for all i | No first-order serial correlation | No first-order autocorrelation |
EVA | 59.349*** | 140,000.0*** | 1.08 | 2.142 |
FISIM | 57.047*** | 11,334.37*** | 4.43*** | 20.88*** |
tloans | 41.288*** | 9763.27*** | 2.98*** | 30.423*** |
secinv | 76.832*** | 5989.53*** | 2.98*** | 61.735*** |
TI | 69.368*** | 18,905.98*** | 4.54*** | 31.504*** |