= | 755.49 | avg | = | 7.00 | |
Prob > F | = | 0.000 | max | = | 7 |
Có thể bạn quan tâm!
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Danh Sách 24 Nhtmcp Tác Giả Phân Tích Và Đánh Giá -
Tính Toán Năng Lực Cạnh Tranh Và Sự Ổn Định Tài Chính Của Ngân Hàng Thương Mại Việt Nam Lerner Của Các Nhtm Việt Nam Năm 2008-2016 -
Tác động của cạnh tranh tới sự ổn định tài chính của các ngân hàng thương mại Việt Nam - 18
Xem toàn bộ 156 trang tài liệu này.
Coef. | Std. Err. | t | P>|t| | [95% Conf. | Interval] | |
npl | ||||||
L1. | .4013596 | .0720555 | 5.57 | 0.000 | .2526444 | .5500748 |
lerner | .5479309 | .0911275 | 6.01 | 0.000 | .3598531 | .7360087 |
lerner2 | -.9924184 | .1439474 | -6.89 | 0.000 | -1.289511 | -.6953255 |
banksize | -.0117467 | .0018787 | -6.25 | 0.000 | -.0156242 | -.0078692 |
loanta | -.0022547 | .0122393 | -0.18 | 0.855 | -.0275153 | .023006 |
own | .0125073 | .0090619 | 1.38 | 0.180 | -.0061954 | .0312101 |
Warning: Uncorrected two-step standard errors are unreliable.
Instruments for first differences equation Standard
D.(lerner2 banksize loanta)
GMM-type (missing=0, separate instruments for each period unless collapsed) L2.L.npl
L(2/3).lerner
Arellano-Bond test for AR(1) in first differences: z = -2.19 Pr > z = 0.028 Arellano-Bond test for AR(2) in first differences: z = 0.76 Pr > z = 0.447
Sargan test of overid. restrictions: chi2(16) = 17.01 Prob > chi2 = 0.385 (Not robust, but not weakened by many instruments.)
Hansen test of overid. restrictions: chi2(16) = 20.88 Prob > chi2 = 0.183 (Robust, but weakened by many instruments.)
Hansen test excluding group: | chi2(3) | = | 5.19 | Prob | > | chi2 | = | 0.158 |
Difference (null H = exogenous): | chi2(13) | = | 15.69 | Prob | > | chi2 | = | 0.266 |
Hansen test excluding group: | chi2(10) | = | 13.21 | Prob | > | chi2 | = | 0.212 |
Difference (null H = exogenous): | chi2(6) | = | 7.67 | Prob | > | chi2 | = | 0.264 |
iv(lerner2 banksize loanta) | ||||||||
Hansen test excluding group: | chi2(13) | = | 17.34 | Prob | > | chi2 | = | 0.184 |
Difference (null H = exogenous): | chi2(3) | = | 3.54 | Prob | > | chi2 | = | 0.316 |
Difference-in-Hansen tests of exogeneity of instrument subsets: gmm(lerner, lag(2 3))
gmm(L.npl, lag(2 2))
Number of obs | = | 168 | |
Time variable : nam | Number of groups | = | 24 |
Number of instruments = 21 | Obs per group: min | = | 7 |
F(7, 24) = 159.86 | avg | = | 7.00 |
Prob > F = 0.000 | max | = | 7 |
Coef. | Std. Err. | t | P>|t| | [95% Conf. | Interval] | |
npl | ||||||
L1. | .1636936 | .0329146 | 4.97 | 0.000 | .0957612 | .231626 |
lerner | .2451962 | .048974 | 5.01 | 0.000 | .1441189 | .3462734 |
lerner2 | -.6842537 | .0784371 | -8.72 | 0.000 | -.8461398 | -.5223675 |
banksize | -.0209812 | .0026123 | -8.03 | 0.000 | -.0263727 | -.0155898 |
loanta | -.0308962 | .01098 | -2.81 | 0.010 | -.0535577 | -.0082347 |
own | .0039067 | .0028094 | 1.39 | 0.177 | -.0018917 | .0097051 |
crisis | .0051424 | .0010977 | 4.68 | 0.000 | .0028769 | .0074078 |
Warning: Uncorrected two-step standard errors are unreliable.
Instruments for first differences equation Standard
D.(loanta own banksize)
GMM-type (missing=0, separate instruments for each period unless collapsed) L(2/3).L.npl
L2.lerner
Arellano-Bond test for AR(1) in first differences: z = -2.28 Pr > z = 0.023 Arellano-Bond test for AR(2) in first differences: z = 0.27 Pr > z = 0.783
Sargan test of overid. restrictions: chi2(14) = 20.14 Prob > chi2 = 0.126 (Not robust, but not weakened by many instruments.)
Hansen test of overid. restrictions: chi2(14) = 18.31 Prob > chi2 = 0.193 (Robust, but weakened by many instruments.)
Hansen test excluding group: | chi2(7) | = | 11.60 | Prob | > | chi2 | = | 0.114 |
Difference (null H = exogenous): | chi2(7) | = | 6.70 | Prob | > | chi2 | = | 0.460 |
Hansen test excluding group: | chi2(3) | = | 0.84 | Prob | > | chi2 | = | 0.840 |
Difference (null H = exogenous): | chi2(11) | = | 17.47 | Prob | > | chi2 | = | 0.095 |
iv(loanta own banksize) | ||||||||
Hansen test excluding group: | chi2(11) | = | 17.09 | Prob | > | chi2 | = | 0.105 |
Difference (null H = exogenous): | chi2(3) | = | 1.21 | Prob | > | chi2 | = | 0.750 |
Difference-in-Hansen tests of exogeneity of instrument subsets: gmm(lerner, lag(2 2))
gmm(L.npl, lag(2 3))
.
Number of obs | = | 168 | |
Time variable : nam | Number of groups | = | 24 |
Number of instruments = 20 | Obs per group: min | = | 7 |
F(6, 24) = 72.61 | avg | = | 7.00 |
Prob > F = 0.000 | max | = | 7 |
Coef. | Std. Err. | t | P>|t| | [95% Conf. | Interval] | |
npl | ||||||
L1. | .2193214 | .0357024 | 6.14 | 0.000 | .1456353 | .2930076 |
lerner | -.1975716 | .0193954 | -10.19 | 0.000 | -.2376018 | -.1575414 |
banksize | -.022858 | .0020808 | -10.99 | 0.000 | -.0271525 | -.0185634 |
loanta | -.0154073 | .0099633 | -1.55 | 0.135 | -.0359705 | .005156 |
own | -.0029614 | .0134017 | -0.22 | 0.827 | -.0306212 | .0246985 |
lernerxcrisis | .0156146 | .0040569 | 3.85 | 0.001 | .0072417 | .0239875 |
Warning: Uncorrected two-step standard errors are unreliable.
Instruments for first differences equation Standard
D.(loanta banksize)
GMM-type (missing=0, separate instruments for each period unless collapsed) L(2/3).L.npl
L2.lerner
Arellano-Bond test for AR(1) in first differences: z = -2.45 Pr > z = 0.014 Arellano-Bond test for AR(2) in first differences: z = 0.30 Pr > z = 0.766
Sargan test of overid. restrictions: chi2(14) = 21.95 Prob > chi2 = 0.080 (Not robust, but not weakened by many instruments.)
Hansen test of overid. restrictions: chi2(14) = 17.22 Prob > chi2 = 0.245 (Robust, but weakened by many instruments.)
Hansen test excluding group: | chi2(7) | = | 7.31 | Prob | > | chi2 | = | 0.398 |
Difference (null H = exogenous): | chi2(7) | = | 9.91 | Prob | > | chi2 | = | 0.194 |
Hansen test excluding group: | chi2(3) | = | 2.94 | Prob | > | chi2 | = | 0.401 |
Difference (null H = exogenous): | chi2(11) | = | 14.28 | Prob | > | chi2 | = | 0.218 |
iv(loanta banksize) | ||||||||
Hansen test excluding group: | chi2(12) | = | 13.58 | Prob | > | chi2 | = | 0.328 |
Difference (null H = exogenous): | chi2(2) | = | 3.64 | Prob | > | chi2 | = | 0.162 |
Difference-in-Hansen tests of exogeneity of instrument subsets: gmm(lerner, lag(2 2))
gmm(L.npl, lag(2 3))
.