The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
Table 3 Granger causality test for SCP hypothesis.
| Â | Z bar tilde | P value |
|---|---|---|
HHI cause PRICE | 6.1043 | 0.0000* |
CR4 cause PRICE | 4.8877 | 0.0000* |
PRICE cause ROA | 1.5901 | 0.1118 |
HHI cause ROA | 1.1182 | 0.2635 |
CR4 cause ROA | 0.9116 | 0.3620 |