| Tests | EQ | |||||||
Whole sample | Manufacturing | Services | Real estate | ||||||
VAIC | Wooldridge test Autocorrelation | F(1,103) 7.709 | 0.006 | F(1,41) 0.396 | 0.001 | F(1,50) 19.385 | 0.000 | F(1,10) 0.009 | 0.926 |
Breusch-Pagan test heteroskedasticity | χ2 (1)=30.06 | 0.000 | χ2 (1)=10.57 | 0.000 | χ2 (1)=5.38 | 0.000 | χ2 (1)=0.97 | 0.325 | |
RCE SCE HCE | Wooldridge test Autocorrelation | F(1,103) 8.33 | 0.000 | F(1,41) 24.07 | 0.000 | F(1,50) 18.26 | 0.000 | F(1,10) 2.56 | 0.141 |
Breusch-Pagan test heteroskedasticity | χ2 (1)=46.31 | 0.000 | χ2 (1)=12.51 | 0.000 | χ2 (1)=49.20 | 0.000 | χ2 (1)=4.30 | 0.038 |