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PHỤ LỤC

. *Dong Nam A

. xtset donvi year

panel variable: donvi (strongly balanced) time variable: year, 2004 to 2016

delta: 1 unit


.

. sum fgap llr nlta nlst lads latd size size2 lia eta llp nim gdp infl m2 d_cris d_deve


Variable | Obs Mean Std. Dev. Min Max

-------------+-------------------------------------------------------- fgap | 1584 -.3054374 .1953656 -.96464 .68591

llr |

1584

282.2144

2146.458

.3206

57300.09

nlta |

1584

56.8096

18.60446

.426

102.074

nlst |

1584

82.04488

65.69432

.739

718.247

lads |

1584

21.20532

29.48042

-.26384

469.599

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Tác động của rủi ro thanh khoản đến hiệu quả hoạt động kinh doanh ngân hàng: nghiên cứu trường hợp các quốc gia Đông Nam Á 1670316926 - 19

-------------+-------------------------------------------------------- latd | 1584 22.71638 24.50638 .00031 405.186

size |

1584

2.395817

2.252919

.00914

10.88822

size2 |

1584

10.81238

17.07326

.00008

118.5534

lia |

1584

4.748344

6.25906

-20.376

46.426

eta |

1584

9.722645

8.692261

-1.902

67.862

-------------+-------------------------------------------------------- llp | 1584 26.13933 71.89192 .049 1380.34

nim |

1584

3.92923

2.642259

-4.728

22.334

gdp |

1584

11.53733

34.27051

-2.5

215.0345

infl |

1584

5.188379

3.723899

-9.2

23.08776

m2 |

1584

552.5661

1196.977

1.03388

7125.801

-------------+--------------------------------------------------------

d_cris |

1584

.7121212

.4529173

0

1

d_deve |

1584

.7967172

.4025683

0

1


.

. sum roa roe nim lia llr nlta nlst nltd lads latd size size2 eta llp gdp infl m2 d_cris d_deve


Variable | Obs Mean Std. Dev. Min Max

-------------+-------------------------------------------------------- roa | 1584 1.478605 2.070872 -26.007 19.179

roe |

1584

10.52445

29.29157

-604.405

232.422

nim |

1584

3.92923

2.642259

-4.728

22.334

lia |

1584

4.748344

6.25906

-20.376

46.426

llr |

1584

282.2144

2146.458

.3206

57300.09

-------------+-------------------------------------------------------- nlta | 1584 56.8096 18.60446 .426 102.074

nlst |

1584

82.04488

65.69432

.739

718.247

nltd |

1584

52.48454

32.21403

.652

189.422

lads |

1584

21.20532

29.48042

-.26384

469.599

latd |

1584

22.71638

24.50638

.00031

405.186

-------------+-------------------------------------------------------- size | 1584 2.395817 2.252919 .00914 10.88822

size2 |

1584

10.81238

17.07326

.00008

118.5534

eta |

1584

9.722645

8.692261

-1.902

67.862

llp |

1584

26.13933

71.89192

.049

1380.34

gdp |

1584

11.53733

34.27051

-2.5

215.0345

-------------+--------------------------------------------------------

infl |

1584

5.188379 3.723899

-9.2

23.08776

m2 |

1584

552.5661 1196.977

1.03388

7125.801

d_cris |

1584

.7121212 .4529173

0

1

d_deve |

1584

.7967172 .4025683

0

1


.

. corr size size2 lia llr lads eta llp nim gdp infl m2 d_cris d_deve (obs=1584)


| size size2 lia llr lads eta llp nim gdp infl m2 d_cris d

> _deve

-------------+---------------------------------------------------------------------------------------------

-------------------

> -----


1.0000

size | 1.0000

size2 | 0.9006 1.0000

lia | -0.7047 -0.4585 1.0000

llr | -0.0763 -0.0583 0.1553 1.0000

lads | 0.3267 0.1394 -0.4420 0.0384 1.0000

eta | 0.3775 0.2402 -0.4429 -0.0323 0.5212 1.0000

llp | -0.2993 -0.2022 0.4323 0.7982 -0.1819 -0.1914 1.0000

nim | 0.2065 0.1552 -0.1630 -0.1081 0.0636 0.2196 -0.1567 1.0000

gdp | 0.0983 0.0259 -0.1343 -0.0144 0.0676 0.0874 -0.0552 0.1128 1.0000

infl | -0.0919 -0.1610 -0.0373 -0.0541 0.0480 0.0160 0.0042 0.1580 -0.0029 1.0000

m2 | -0.1625 -0.1057 0.1362 -0.0165 -0.1063 -0.2777 0.0641 -0.2215 -0.0678 0.0747

d_cris | 0.0997 0.1433 -0.0165 0.0455 -0.1194 -0.0478 0.0152 -0.0257 0.0888 -0.2778

0.1321 1.0000

d_deve | 0.2938 0.1894 -0.4124 -0.1489 0.1618 0.1270 -0.3237 -0.0979 0.0816 0.1116

0.2288 -0.0336 1

> .0000


.

. corr fgap nlst nlta lia llr lads size size2 eta llp gdp infl m2 d_cris d_deve (obs=1584)


| fgap nlst nlta lia llr lads size size2 eta llp

gdp infl

> m2 d_cris d_deve

-------------+---------------------------------------------------------------------------------------------

-------------------

> -----------------------

fgap | 1.0000

nlst | 0.6112 1.0000

nlta | 0.8871 0.5131 1.0000

lia | -0.1492 -0.1612 -0.1899 1.0000

llr | -0.2657 -0.1259 -0.3066 0.1553 1.0000

lads | -0.1568 0.0997 -0.3253 -0.4420 0.0384 1.0000

size | 0.2044 0.1619 0.1565 -0.7047 -0.0763 0.3267 1.0000

size2 | 0.2016 0.1215 0.1548 -0.4585 -0.0583 0.1394 0.9006 1.0000

eta | 0.2485 0.3145 -0.0697 -0.4429 -0.0323 0.5212 0.3775 0.2402 1.0000

llp | -0.3885 -0.1921 -0.4201 0.4323 0.7982 -0.1819 -0.2993 -0.2022 -0.1914 1.0000

gdp | 0.0506 0.0344 0.0399 -0.1343 -0.0144 0.0676 0.0983 0.0259 0.0874 -0.0552

1.0000

infl | 0.0137 0.0327 -0.0066 -0.0373 -0.0541 0.0480 -0.0919 -0.1610 0.0160 0.0042 -

0.0029 1.0000

m2 | -0.1315 -0.0785 -0.0717 0.1362 -0.0165 -0.1063 -0.1625 -0.1057 -0.2777 0.0641 -

0.0678 0.0747 1

> .0000

d_cris | 0.1270 0.0481 0.1344 -0.0165 0.0455 -0.1194 0.0997 0.1433 -0.0478 0.0152

0.0888 -0.2778 0

> .1321 1.0000

d_deve | 0.2620 0.1306 0.3045 -0.4124 -0.1489 0.1618 0.2938 0.1894 0.1270 -0.3237

0.0816 0.1116 0

> .2288 -0.0336 1.0000


.

. Mo hinh 1

unrecognized command: Mo r(199);


.

. *fgap


.

. reg fgap l.fgap size size2 lia llr lads eta llp nim gdp infl m2 d_cris d_deve

Source | SS df MS Number of obs = 1372

-------------+------------------------------ F( 14, 1357) = 556.13

Model | 41.8538091 14 2.98955779 Prob > F = 0.0000

Residual | 7.29475662 1357 .00537565 R-squared = 0.8516

-------------+------------------------------ Adj R-squared = 0.8500 Total | 49.1485657 1371 .035848699 Root MSE = .07332


------------------------------------------------------------------------------

fgap | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

fgap

|


L1.

|

.7874648

.0146032

53.92

0.000

.7588175

.8161121


|







size

|

.0045527

.0033072

1.38

0.169

-.0019351

.0110405

size2

|

.0000966

.0003383

0.29

0.775

-.0005671

.0007602

lia

|

.002596

.0006538

3.97

0.000

.0013134

.0038787

llr

|

7.64e-06

1.79e-06

4.27

0.000

4.13e-06

.0000112

lads

|

-.0009561

.0001058

-9.04

0.000

-.0011636

-.0007486

eta

|

.0016529

.0003208

5.15

0.000

.0010237

.0022821

llp

|

-.000505

.0000632

-7.99

0.000

-.0006289

-.000381

nim

|

.0054315

.000954

5.69

0.000

.0035599

.007303

gdp

|

-.000026

.0000561

-0.46

0.643

-.0001361

.0000841

infl

|

.0006125

.0005855

1.05

0.296

-.0005362

.0017611

m2

|

-2.96e-06

1.88e-06

-1.57

0.116

-6.65e-06

7.34e-07

d_cris

|

.012955

.005086

2.55

0.011

.0029778

.0229323

d_deve

|

.0284

.0066603

4.26

0.000

.0153345

.0414655

_cons

|

-.1246014

.0141355

-8.81

0.000

-.1523313

-.0968715

------------------------------------------------------------------------------


.

. est sto P4


.

. vif


Variable | VIF 1/VIF

-------------+---------------------- size | 14.89 0.067145

size2 | 9.30 0.107563

llp | 4.80 0.208217

lia | 4.07 0.245527

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