Impact of Global Value Chain Embedding on Total-Factor Energy Productivity of Chinese Industrial Sectors
Table 2
Linear test and residual nonlinear test results.
Test types
Statistics
GVC
GVC_S
GVC_S
Linear test:
LM
16.916
12.338
14.573
H0: r = 0
(0.005)
(0.030)
(0.012)
H1: r = 1
LMF
3.248
2.317
2.767
(0.008)
(0.045)
(0.019)
LRT
17.601
12.697
15.078
(0.003)
(0.026)
(0.010)
Residual nonlinear test:
LM
6.118
6.701
4.614
H0: r = 1
(0.295)
(0.244)
(0.465)
H1: r = 2
LMF
1.058
1.162
0.793
(0.385)
(0.329)
(0.556)
LRT
6.204
6.805
4.663
(0.287)
(0.236)
(0.458)
Note. Null hypothesis H0: r = 0, nonlinear effect. LM obeys χ2 distribution, LMF obeys F(mK, TN-N-m(K + 1)) distribution, and r is the number of transfer functions. p values in parentheses, .
