D(L_N5(−2)) | 0.009548 (0.12156) [0.07855] | −0.051348 (0.03855) [−1.33213] | 0.029844 (0.02245) [1.32936] | −0.071426 (0.09608) [−0.74342] | −0.283061 (0.26593) [−1.06440] | −0.028367 (0.07736) [−0.36667] | −0.025510 (0.01386) [−1.84084] |
D(L_N5(−3)) | 0.365538 (0.11882) [3.07636] | 0.006711 (0.03768) [0.17811] | −0.029972 (0.02194) [−1.36578] | −0.042892 (0.09392) [−0.45670] | −0.053606 (0.25995) [−0.20621] | 0.046768 (0.07562) [0.61842] | −0.028054 (0.01355) [−2.07106] |
D(L_RGDP15(−1)) | −0.717545 (0.31426) [−2.28328] | 0.427410 (0.09965) [4.28897] | 0.059043 (0.05804) [1.01728] | 0.718733 (0.24839) [2.89354] | 0.373579 (0.68753) [0.54337] | −0.117202 (0.20001) [−0.58598] | 0.027629 (0.03583) [0.77120] |
D(L_RGDP15(−2)) | 1.366425 (0.34693) [3.93866] | 0.078562 (0.11001) [0.71413] | −0.037530 (0.06407) [−0.58573] | 0.282172 (0.27421) [1.02903] | 0.482516 (0.75899) [0.63573] | −0.145450 (0.22080) [−0.65874] | −0.037560 (0.03955) [−0.94967] |
D(L_RGDP15(−3)) | −1.483815 (0.30101) [−4.92949] | −0.478921 (0.09545) [−5.01749] | −0.014426 (0.05559) [−0.25950] | −1.049923 (0.23792) [−4.41299] | −0.393454 (0.65853) [−0.59747] | 0.004666 (0.19158) [0.02436] | 0.078994 (0.03432) [2.30199] |
D(R_3REV(−1)) | −1.415368 (0.62817) [−2.25315] | 0.266706 (0.19920) [1.33891] | 0.182034 (0.11602) [1.56904] | 0.356580 (0.49651) [0.71817] | −0.276570 (1.37429) [−0.20125] | −0.142841 (0.39980) [−0.35728] | 0.052805 (0.07161) [0.73736] |
D(R_3REV(−2)) | −0.401894 (0.58023) [−0.69265] | −0.110993 (0.18399) [−0.60325] | −0.141498 (0.10716) [−1.32042] | −0.169733 (0.45861) [−0.37010] | 1.069817 (1.26939) [0.84278] | −1.065265 (0.36928) [−2.88468] | −0.028311 (0.06615) [−0.42801] |
D(R_3REV(−3)) | −0.285477 (0.59411) [−0.48051] | 0.285902 (0.18839) [1.51758] | −0.177042 (0.10972) [−1.61351] | 0.262588 (0.46958) [0.55919] | 0.287302 (1.29976) [0.22104] | −0.386005 (0.37812) [−1.02085] | 0.006146 (0.06773) [0.09074] |
D(L_BLACKREV(−1)) | 0.052260 (0.15137) [0.34525] | −0.040536 (0.04800) [−0.84452] | 0.010966 (0.02796) [0.39225] | −0.328045 (0.11964) [−2.74190] | −0.312090 (0.33116) [−0.94242] | 0.071374 (0.09634) [0.74086] | −0.009881 (0.01726) [−0.57263] |
D(L_BLACKREV(−2)) | 0.076169 (0.15511) [0.49107] | −0.124167 (0.04919) [−2.52449] | 0.031313 (0.02865) [1.09309] | −0.257124 (0.12260) [−2.09731] | −0.127328 (0.33934) [−0.37522] | 0.181062 (0.09872) [1.83412] | 0.003592 (0.01768) [0.20315] |
D(L_BLACKREV(−3)) | 0.218240 (0.17667) [1.23528] | −0.134015 (0.05602) [−2.39212] | 0.041642 (0.03263) [1.27621] | 0.599701 (0.13964) [4.29453] | −0.328717 (0.38652) [−0.85046] | 0.042652 (0.11244) [0.37932] | −0.000175 (0.02014) [−0.00871] |
D(L_MOBVREV(−1)) | −0.012301 (0.05679) [−0.21660] | −0.012981 (0.01801) [−0.72077] | −0.008424 (0.01049) [−0.80316] | −0.027298 (0.04489) [−0.60813] | −0.513666 (0.12425) [−4.13413] | 0.008880 (0.03615) [0.24566] | 0.004750 (0.00647) [0.73360] |
D(L_MOBVREV(−2)) | 0.086455 (0.05811) [1.48790] | −0.016921 (0.01843) [−0.91832] | −0.013322 (0.01073) [−1.24144] | −0.027596 (0.04593) [−0.60087] | −0.089275 (0.12712) [−0.70228] | −0.073529 (0.03698) [−1.98826] | 0.003157 (0.00662) [0.47651] |
D(L_MOBVREV(−3)) | 0.057666 (0.05397) [1.06853] | 0.015809 (0.01711) [0.92378] | −0.002281 (0.00997) [−0.22887] | 0.027458 (0.04266) [0.64370] | 0.062586 (0.11807) [0.53009] | −0.055097 (0.03435) [−1.60411] | 0.009887 (0.00615) [1.60700] |