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| ROE | |||||||
| Whole sample | Manufacturing | Services | Real estate | ||||||
| VAIC | Wooldridge Autocorrelation | F (1, 103) = 7.228 | 0.084 | F (1, 41) = 9.743 | 0.003 | F (1, 50) = 19.545 | 0.000 | F (1, 10) = 0.015 | 0.904 |
| Breusch-Pagan | x2 (1) = 0.09 | 0.758 | x2 (1) = 2.37 | 0.124 | x2 (1) = 0.06 | 0.813 | x2 (1) = 0.80 | 0.371 | |
| RC SC HC | Wooldridge test Autocorrelation | F (1, 103) = 50.00 | 0.000 | F (1, 41) = 22.129 | 0.000 | F (1, 50) = 19.987 | 0.000 | F (1, 10) = 21.331 | 0.001 |
| Breusch-Pagan | x2 (1) = 6.44 | 0.011 | x2 (1) = 1.52 | 0.2176 | x2 (1) = 0.09 | 0.769 | x2 (1) = 10.23 | 0.001 | |