The nexus between political globalisation, higher education, health development and ecological innovation in China: evidence from a nonlinear approach

Figures & data

Table 1. Results of descriptive statistics.

Variables	Mean	Min.	Max.	Std. Dev.	J-B Stats
EINV	1.074	0.150	1.100	0.161	16.139***
PGLO	0.136	0.084	0.199	1.028	20.081***
HE	1.052	0.126	1.082	0.147	17.155***
HLD	0.180	0.091	1.005	1.059	22.023***
GDP	1.065	0.135	1.111	0.172	19.127***

Note: The asterisk ***, ** and * represent level of significance at 1%, 5% and 10%, respectively.

Source: Author Estimation.

Table 2. Correlation test results.

Variables	EINV	PGLO	HE	HLD	GDP
EINV	1
PGLO	0.752***	1
HE	0.676***	0.135	1
HLD	0.881***	0.074	0.056	1
GDP	0.909***	0.250*	0.529**	0.400**	1

Source: Author estimation.

Table 3. Results of Q.A.R.D.L.

Quantiles (τ)	α∗(τ)	ρ∗(τ)	βPGLO(τ)	βHE(τ)	βHLD(τ)	βGDP(τ)	φ1(τ)	ω0(τ)	λ0(τ)	θ0(τ)	έ0(τ)
0.05	0.059 (0.990)	−0.426** (-2.051)	0.268*** (3.352)	0.128 (1.046)	0.304*** (3.157)	0.337* (1.659)	0.511*** (3.162)	0.082 (1.218)	0.067 (1.048)	0.100*** (2.900)	0.095*** (3.138)
0.10	0.073 (1.055)	−0. 403*** (-3.174)	0.237*** (3.180)	0.174 (0.182)	0.352* (1.823)	0.316** (2.041)	0.347*** (3.274)	0.056 (1.149)	0.095 (0.180)	0.061*** (3.135)	0.057*** (3.157)
0.20	0.068 (1.182)	−0.374* (-1.825)	0.252*** (3.369)	0.154 (1.057)	0.331** (2.052)	0.329*** (3.183)	0.423*** (3.183)	0.077 (1.052)	0.058 (1.076)	0.094** (2.046)	0.084*** (3.162)
0.30	0.084 (1.361)	−0.310*** (-3.162)	0.231*** (3.047)	0.209 (0.196)	0.242* (1.900)	0.348* (1.732)	0.361*** (3.659)	0.063 (1.168)	0.084 (0.162)	0.055* (1.828)	0.069*** (3.181)
0.40	0.052 (0.976)	−0.362*** (-3.700)	0.300** (2.636)	0.138 (1.050)	0.260*** (3.168)	0.400** (2.067)	0.455*** (3.190)	0.090 (1.493)	0.076 (1.053)	0.082*** (3.155)	0.085*** (3.149)
0.50	0.090 (1.290)	−0.339*** (-3.168)	0.311** (2.172)	0.201** (2.043)	0.245** (2.031)	0.362* (1.820)	0.372** (2.800)	0.055 (1.141)	0.091*** (3.192)	0.077 (1.124)	0.074*** (3.190)
0.60	0.066 (0.751)	−0.350** (-2.491)	0.255** (2.281)	0.274*** (3.165)	0.173 (0.685)	0.339*** (3.134)	0.514*** (3.370)	0.086 (1.371)	0.065* (1.700)	0.059 (1.471)	0.056*** (3.155)
0.70	0.075* (1.784)	−0.400** (-2.147)	0.279 (1.665)	0.168* (1.752)	0.122 (1.060)	0.383*** (2.981)	0.362*** (3.151)	0.063 (1.158)	0.086** (2.069)	0.090 (1.153)	0.098*** (3.186)
0.80	0.058* (1.863)	−0.364** (-2.382)	0.121 (1.390)	0.200*** (3.164)	0.060 (1.391)	0.530** (2.050)	0.449*** (3.646)	0.075 (1.249)	0.069*** (3.173)	0.065 (1.080)	0.067*** (3.137)
0.90	0.094** (2.072)	−0.349* (-1.867)	0.168 (1.157)	0.211** (2.043)	0.056 (1.272)	0.362*** (3.178)	0.350*** (3.638)	0.054 (1.135)	0.075** (2.048)	0.083 (0.847)	0.084*** (3.166)
0.95	0.067** (2.160)	−0.410* (-1.900)	0.299 (1.273)	0.279* (1.800)	0.029 (0.895)	0.344*** (3.689)	0.521*** (3.384)	0.080 (1.171)	0.049*** (3.656)	0.054 (1.390)	0.059*** (3.200)

Note: The table reports the quantile estimation results. The t-statistics are between brackets. ***, ** and * indicate significance at the 1%, 5% and 10% levels, respectively.

Source: Author estimations.

Table 4. Results of the Wald Test for the constancy of parameters.

Variables	Wald-statistics
ρ	6.947*** (0.000)
βPGLO(τ)	12.823*** (0.000)
βHE(τ)	3.181*** (0.000)
βHLD(τ)	5.054*** (0.000)
βGDP(τ)	4.999*** (0.000)
φ1	2.775** (0.034)
ω0	3.149*** (0.000)
λ0	6.689*** (0.000)
θ0	3.171*** (0.000)
έ0	5.408*** (0.000)

Source: Author estimations.

Table 5. Results of Granger causality in quantiles (Troster, 2018).

Quantiles	ΔEINVt ↓ ΔPGLOt	ΔPGLOt ↓ ΔEINVt	ΔHEt ↓ ΔPGLOt	ΔHEt ↓ ΔEINVt	ΔHLDt ↓ ΔPGLOt	ΔHLDt ↓ ΔEINVt	ΔGDPt ↓ ΔPGLOt	ΔGDPt ↓ ΔEINVt
[0.05–0.95]	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000
0.05	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000
0.10	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000
0.20	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000
0.30	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000
0.40	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000
0.50	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000
0.60	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000
0.70	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000
0.80	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000
0.90	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000
0.95	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000

Note: This table reports the p-value for the Granger causality in Quantiles results.

Source: Authors estimation.

Troster, V. (2018). Testing for Granger-causality in quantiles. Econometric Reviews, 37(8), 850–866. https://doi.org/10.1080/07474938.2016.1172400

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