Commercial banks in 5 countries represented by NIM1
Vietnamese commercial banks represented by NIM1
Vietnamese commercial banks represented by NIM2
dynamic panel-data estimation, twc-step system GNN
Grcup variable. banal lime variable . time. time
Number cI instruments 38
Wald chiS(16) 7590 45
Prcb > chis 0 000
NuRber cI cbs NuRber cI grcups
Obs per grcup. min =
avg =
280
28
10 00
11
nip
Ccel. [DSS Ccnl. Interval] | ||||||||
nim2 Ll. cap caps div= size crisk const lcan depta inn gdpgr lindevl lindev reserve lawl crisis ccns | 3752415 |
| 3 79 | 0 000 | 1814131 |
| ||
201473 | 1129993 | 1 78 | 0 075 | - | 0200016 | 4229476 | ||
-.3793051 | 3525873 | -1 08 | 0 282 | -1 | 070363 | 3117533 | ||
- 0022762 | 0033226 | -0 69 | 0 493 | - | 0087883 | 0042359 | ||
.0011444 | 0007259 | 1 58 | 0 115 | - | 0002783 | 0025671 | ||
]7957]1 | 0699124 | 5 4] | 0 000 | 242547] |
| |||
-.0001559 | 0000611 | -2 55 | 0 011 | - | 0002757 | - | 0000062 | |
.00814]6 | 0057619 | 1 41 | 0 158 | - | 00]1495 | 0194067 | ||
01247Z9 |
| 2 Z9 | 0 009 | 0030487 | 0219032 | |||
001106B | 0002257 | 4 90 | 0 000 | 000664Z | 001Z492 | |||
- 0041944 | 001647 | -2 55 | 0 011 | - | 0074225 | - | 0009662 | |
0010486 | 0005276 | 1.99 | 0.047 | 0000146 | 0020826 | |||
0003057 | 000109 | 2.80 | 0.005 | 0000921 | 0005194 | |||
- 0518903 | 0090726 | -5.72 | 0.000 | - | 0696724 | - | 0341083 | |
- 1061381 | 0393292 | -2.70 | 0.007 | - | 183222 | - | 0290543 | |
- 0000668 | 0000714 | -0.94 | 0.350 | - | 0002067 | 0000731 | ||
- 0605013 | 0350767 | -1.72 | 0.085 | - | 1292503 | 0082476 | ||
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Factors affecting profitability at Vietnamese joint stock commercial banks - 1
Warning. Unccrrected twc-step standard errcrs are unreliable.
Arellanc-Bond zest fcr
Arellanc-bond zest fcr
in differences'
in differences'
Sargan zest of cceri4. rescriczicns: chi]1]1i = T9.84 Ezsb chin = 0.095
!Not *cbust, but nct weakened by many inst:uments.i
Hansen cess of cveriG. reszricsicns: chi5l2li = 14 83 Fzob chin = 0.831 T2obusz, tub weakened by many inst:umenzs.)
3iJference-in-Hansen zesxs c[ exegenei:y instrument subsets:
i:' findevl reserve lawl crisis size czisk ccnsz lcan gdpgz depca)
Hanson test excluding group: chiB!11i= | 8 07 Ezob - nine | = | 0.707 | |
3i*ferenoe mull H = s:.cgencus) : genus]!10i | = | 6.76 Ezsb nine | = | 0.748 |
Appendix PL.10. Results of factors affecting the profitability of Vietnamese commercial banks represented by NIM3
dynamic panel-data estimation, twc-step system GNN
Grcup variable. banal lime variable . time. time
Number cI instruments 29 Wald chi](16) 1471 22
Prcb > nine 0 000
Number c] cbs Number c] grcups
Obs per grcup: min =
avg =
280
28
10 00
11
nim3
Ccef. |
| [9S8 Ccnf. | Interval] | ||||
nim3 Ll. cap cap[ div[ size crisp ccns[ lcan depta inn gdpgr iindevl iindev[ reserve lawl crisis ccns | 095801 | 1 64 | 0 101 | - 0304386 | 3450944 | ||
4298635 | 1178886 | 3.65 | 0.000 | 198806 | .6609209 | ||
-1 | 120637 | 3812483 | -2.94 | 0.003 | -1.86787 | -.3734039 | |
- | 0190095 | 0059096 | -3.22 | 0.001 | - 0305921 | -.007427 | |
0021728 | 0008386 | 2.59 | 0.010 | 0005293 | .0038163 | ||
4746447 | 0652769 | 7.27 | 0.000 | 3467043 | .6025851 | ||
- | 0002378 | 0000881 | -2.70 | 0.007 | - 0004105 | -.0000651 | |
0224421 | 0071495 | 3 14 | 0.002 | 0084293 | .0364549 | ||
0091407 | 0064327 | 1 42 | 0.155 | - 0034673 | .0217486 | ||
0009447 | 0003058 | 3.09 | 0.002 | 0003453 | .0015441 | ||
- | 0048761 | 0020676 | -2.36 | 0.018 | - 0089284 | -.0008237 | |
000875 | 000933 | 0.94 | 0.348 | - 0009536 | .0027036 | ||
0001323 | 0002307 | 0.57 | 0.566 | - 0003199 | .0005845 | ||
- | 0128914 | 0170912 | -0.75 | 0.451 | - 0463895 | .0206067 | |
- | 0836262 | 0654381 | -1 28 | 0.201 | - 2118826 | .0446301 | |
- | 0000361 | 0000768 | -0.47 | 0.638 | - 0001867 | .0001144 | |
- | 0790755 | 0515876 | -1 53 | 0.125 | - 1801853 | .0220343 | |
Warning. Unccrrected twc-step standard errcrs are unreliable.
hrellanc-eend test Icr k7(1) in first differences. z = -2 85 Fr > z = 0 004 hrellanc-eend test icr V](2) in first differences. z = -0 26 Fr > z = 0 792
Sargan test c] cverid. restrictions. chi[(12) = 24 06 Frcb > chi2 = 0 020 lNct rcbust, but nct weakened by many instruments.)
Hansen test cf cverid. restricticns: chi[(12) = 12 54 F*cb > chi2 = 0 404 'l2ebust, but weakened by many instruments.)
3iIIerence-in-Hansen tests cf excgeneity cI instrument subsets.
iv(Iindevl reserve lawl crisis size crisk ccnsslcan gdpgr depta) | ||
Hansen test excluding grcup. chi[(2) = | 4 35 Frcb > chit = | 0 114 |
3illerence (null H = excgencus): genus[(10) = | 8 19 Frcb > chit = | 0 611 |
Appendix PL.11. Results of factors affecting the profitability of commercial banks represented by NIM4
Dynamic panel-data estimation, twc-step system GNü
Grcup variable. bantl lime variable . time. time
Number cl instruments 29 Wald chiS(16) 1895 77
Prcb > chip 0 000
Number cl cbs
Number of cups
Obs per grcup. min =
avg =
280
28
10 00
11
nim4
Yes. |
|
| [SSC Ccn]. | Interval] | |||||
nim4 Ll. cap cape div= size crisD cons= lcan depta inn gdpgr lindevl lindev= reserve lawl crisis ccns | 2469043 |
| 2 | 81 | 0 | 005 | 0749293 | 4188792 | |
3772178 | 0932198 | 4 | 05 | 0 | 000 | 1945103 | 5599252 | ||
-.9492947 | 31641 | -3 | 00 | 0 | 003 | -1 569447 | - | 3291426 | |
- 0079455 | 0022855 | -3 | 48 | 0 | 001 | - 0124249 | - | 0034661 | |
.0024688 | 0006439 | 3 | 83 | 0 | 000 | 0012068 | 0037309 | ||
420715] | 0545182 | 7 | 72 | 0 | 000 | ]1]8615 | 5275691 | ||
- 0000845 | 0000589 | -1 | 44 | 0 | 151 | - 0001999 | 0000]09 | ||
.01757]1 | 0059783 | 2 | 94 | 0 | 003 | 0058559 | 029290] | ||
.0054447 | 005403 | 1 | 01 | 0 | ]14 | - 005145 | 0160]44 | ||
0005994 | 0002573 | 2 | 33 | 0 | 020 | 0000951 | 0011036 | ||
0020657 | 001Z565 | -1 | 33 | 0 | 1B4 | 00Z1163 | 00098Z | ||
- 0002805 | 0006068 | -0 | 46 | 0 | 644 | - 0014698 | 0009087 | ||
0003824 | 0001117 | 3 | 42 | 0 | 001 | 0001635 | 0006013 | ||
- 0326346 | 0128533 | -2 | 54 | 0 | 011 | - 0578266 | - | 0074426 | |
- 0017732 | 0457328 | -0 | 04 | 0 | 969 | - 0914077 | 0878614 | ||
- 0000604 | 0000578 | -1 | 05 | 0 | 296 | - 0001737 | 0000528 | ||
- 1178799 | 0315392 | -3 | 74 | 0 | 000 | - 1796956 | - | 0560642 | |
Warning. Unccrrected twc-step standard errcrs are unreliable.
hrellano-eend test for tell) in first differences. z = -3.]0 Fa > z = 0 001 hrellanc-Rcnd test ]cr V](]) in first differences: z = -0 22 Pr > z = 0 B2Z
Sargan test cl Hansen test cl
cverid. restrictions: chi[(12) = 27 68 Frcb > chi] = 0 006 but nct weakened by many instruments.)
cverid. restrictions: chi[(12) = 13 39 Frcb > chi] = 0 341 weakened by many instruments.)
difference-in-Hansen tests cf er.cgeneity cf instrument subsets.
iv findevl reserve lawl crisis size crisk ccns] lcan gdpgr fepta)
Hansen test excluding grcup. cost[(2)= 2 75 Frcb > nine = | 0 | 252 | |
3iilerence (null H = excgencus): genus[(10) | = 10 64 Frcb > chi] = | 0 | 387 |