Kiểm tra tự tương quan Phương trình INTSPREAD1
Wooldridge test for autocorrelation in panel data H0: no first-order autocorrelation
F( 1, 24) = 30.483
Prob > F = 0.0000
Phương trình INTSPREAD2
Wooldridge test for autocorrelation in panel data H0: no first-order autocorrelation
F( 1, 24) = 51.565
Prob > F = 0.0000
Kiểm tra phương sai thay đổi Phương trình INTSPREAD1
Modified Wald test for groupwise heteroskedasticity in fixed effect regression model
H0: sigma(i)^2 = sigma^2 for all i
chi2 (25) = 2318.09
Prob>chi2 = 0.0000
Phương trình INTSPREAD2
Modified Wald test for groupwise heteroskedasticity in fixed effect regression model
H0: sigma(i)^2 = sigma^2 for all i
chi2 (25) = 1810.60
Prob>chi2 = 0.0000
Dynamic panel-data estimation, two-step system GMM
Number of obs | = | 253 | |
Time variable : time | Number of groups | = | 25 |
Number of instruments = 23 | Obs per group: min | = | 7 |
Wald chi2(9) = 320.03 | avg | = | 10.12 |
Prob > chi2 = 0.000 | max | = | 11 |
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Coef. | Std. Err. | z | P>|z| | [95% Conf. | Interval] | |
lintspread1 | .1718327 | .0960135 | 1.79 | 0.074 | -.0163503 | .3600157 |
rrtd | .3763112 | .0901957 | 4.17 | 0.000 | .1995308 | .5530915 |
size | .0025774 | .0013177 | 1.96 | 0.050 | -5.17e-06 | .00516 |
liquid | -.0275036 | .0118222 | -2.33 | 0.020 | -.0506747 | -.0043324 |
oc | .0472221 | .0124178 | 3.80 | 0.000 | .0228837 | .0715605 |
profit | 1.820416 | .4079649 | 4.46 | 0.000 | 1.020819 | 2.620012 |
indcon | .0002959 | .0000777 | 3.81 | 0.000 | .0001437 | .0004481 |
gdpgr | .0024676 | .0010862 | 2.27 | 0.023 | .0003388 | .0045965 |
infl | .0002321 | .0000962 | 2.41 | 0.016 | .0000436 | .0004207 |
_cons | -.1270867 | .0534859 | -2.38 | 0.017 | -.231917 | -.0222563 |
Warning: Uncorrected two-step standard errors are unreliable.
Instruments for first differences equation
GMM-type (missing=0, separate instruments for each period unless collapsed) L4.profit
Instruments for levels equation Standard
_cons
GMM-type (missing=0, separate instruments for each period unless collapsed) DL3.(rrtd liquid) collapsed
DL(1/4).(intspread1 size oc) collapsed
Arellano-Bond test for AR(1) in first differences: z = -2.14 Pr > z = 0.032 Arellano-Bond test for AR(2) in first differences: z = -1.25 Pr > z = 0.213
Sargan test of overid. restrictions: chi2(13) = 15.58 Prob > chi2 = 0.272 (Not robust, but not weakened by many instruments.)
Hansen test of overid. restrictions: chi2(13) = 12.97 Prob > chi2 = 0.450 (Robust, but weakened by many instruments.)
Number of obs | = | 253 | |
Time variable : time | Number of groups | = | 25 |
Number of instruments = 23 | Obs per group: min | = | 7 |
Wald chi2(9) = 320.03 | avg | = | 10.12 |
Prob > chi2 = 0.000 | max | = | 11 |
Coef. | Std. Err. | z | P>|z| | [95% Conf. | Interval] | |
lintspread1 | .1718327 | .0960135 | 1.79 | 0.074 | -.0163503 | .3600157 |
rrtd | .3763112 | .0901957 | 4.17 | 0.000 | .1995308 | .5530915 |
size | .0025774 | .0013177 | 1.96 | 0.050 | -5.17e-06 | .00516 |
liquid | -.0275036 | .0118222 | -2.33 | 0.020 | -.0506747 | -.0043324 |
oc | .0472221 | .0124178 | 3.80 | 0.000 | .0228837 | .0715605 |
profit | 1.820416 | .4079649 | 4.46 | 0.000 | 1.020819 | 2.620012 |
indcon | .0002959 | .0000777 | 3.81 | 0.000 | .0001437 | .0004481 |
gdpgr | .0024676 | .0010862 | 2.27 | 0.023 | .0003388 | .0045965 |
infl | .0002321 | .0000962 | 2.41 | 0.016 | .0000436 | .0004207 |
_cons | -.1270867 | .0534859 | -2.38 | 0.017 | -.231917 | -.0222563 |
Warning: Uncorrected two-step standard errors are unreliable.
Instruments for first differences equation
GMM-type (missing=0, separate instruments for each period unless collapsed) L4.profit
Instruments for levels equation Standard
_cons
GMM-type (missing=0, separate instruments for each period unless collapsed) DL3.(rrtd liquid) collapsed
DL(1/4).(intspread1 size oc) collapsed
Arellano-Bond test for AR(1) in first differences: z = -2.14 Pr > z = 0.032 Arellano-Bond test for AR(2) in first differences: z = -1.25 Pr > z = 0.213
Sargan test of overid. restrictions: chi2(13) = 15.58 Prob > chi2 = 0.272 (Not robust, but not weakened by many instruments.)
Hansen test of overid. restrictions: chi2(13) = 12.97 Prob > chi2 = 0.450 (Robust, but weakened by many instruments.)