D(L_N10(−3)) | 0.312610 (0.11314) [2.76302] | 0.041427 (0.07286) [0.56856] | −0.011471 (0.04254) [−0.26966] | −0.011383 (0.17565) [−0.06481] | 0.846961 (0.42930) [1.97290] | 0.098118 (0.14090) [0.69638] | −0.041365 (0.02543) [−1.62675] |
D(L_RGDP15(−1)) | −0.674715 (0.15773) [−4.27775] | 0.521332 (0.10158) [5.13238] | 0.012733 (0.05930) [0.21471] | 0.942831 (0.24487) [3.85038] | 0.520997 (0.59847) [0.87054] | −0.003362 (0.19642) [−0.01712] | 0.052052 (0.03545) [1.46835] |
D(L_RGDP15(−2)) | 0.987805 (0.17593) [5.61473] | −0.033866 (0.11330) [−0.29890] | −0.009799 (0.06615) [−0.14814] | 0.140316 (0.27313) [0.51373] | 0.140526 (0.66755) [0.21051] | −0.136444 (0.21909) [−0.62277] | −0.086775 (0.03954) [−2.19458] |
D(L_RGDP15(−3)) | −1.048809 (0.15729) [−6.66808] | −0.435884 (0.10129) [−4.30313] | −0.035257 (0.05914) [−0.59616] | −0.956086 (0.24419) [−3.91540] | −0.771821 (0.59681) [−1.29325] | 0.022114 (0.19588) [0.11290] | 0.085718 (0.03535) [2.42481] |
D(R_3REV(−1)) | −0.282882 (0.33451) [−0.84567] | −0.055980 (0.21542) [−0.25986] | 0.137466 (0.12577) [1.09297] | 0.001174 (0.51931) [0.00226] | 1.284008 (1.26924) [1.01164] | −0.183037 (0.41657) [−0.43939] | 0.033024 (0.07518) [0.43926] |
D(R_3REV(−2)) | 0.240551 (0.30045) [0.80065] | −0.248274 (0.19349) [−1.28314] | −0.194872 (0.11297) [−1.72505] | −0.219528 (0.46643) [−0.47065] | 0.873684 (1.14000) [0.76639] | −0.952963 (0.37415) [−2.54698] | −0.061626 (0.06753) [−0.91264] |
D(R_3REV(−3)) | −0.041608 (0.32509) [−0.12799] | 0.119872 (0.20936) [0.57256] | −0.251725 (0.12223) [−2.05937] | 0.151232 (0.50470) [0.29965] | 1.477157 (1.23352) [1.19751] | −0.277696 (0.40485) [−0.68592] | 0.014033 (0.07306) [0.19207] |
D(L_BLACKREV(−1)) | 0.041485 (0.09910) [0.41861] | 0.112904 (0.06382) [1.76902] | 0.039718 (0.03726) [1.06591] | −0.263020 (0.15385) [−1.70954] | −0.967266 (0.37603) [−2.57230] | 0.005981 (0.12342) [0.04846] | 0.003705 (0.02227) [0.16632] |
D(L_BLACKREV(−2)) | 0.025813 (0.10102) [0.25552] | 0.053407 (0.06506) [0.82093] | 0.057118 (0.03798) [1.50376] | −0.147086 (0.15683) [−0.93786] | −0.934625 (0.38331) [−2.43832] | 0.120455 (0.12580) [0.95749] | 0.022014 (0.02270) [0.96960] |
D(L_BLACKREV(−3)) | 0.116977 (0.10256) [1.14052] | 0.022144 (0.06605) [0.33524] | 0.061091 (0.03856) [1.58416] | 0.681164 (0.15923) [4.27791] | −0.834823 (0.38917) [−2.14516] | 0.012512 (0.12773) [0.09796] | 0.018202 (0.02305) [0.78963] |
D(L_MOBVREV(−1)) | −0.021640 (0.03018) [−0.71698] | −0.044052 (0.01944) [−2.26630] | −0.000197 (0.01135) [−0.01734] | −0.040505 (0.04686) [−0.86442] | −0.311514 (0.11452) [−2.72007] | −0.012107 (0.03759) [−0.32209] | 0.001269 (0.00678) [0.18700] |
D(L_MOBVREV(−2)) | 0.048393 (0.03074) [1.57444] | −0.028771 (0.01979) [−1.45346] | −0.005749 (0.01156) [−0.49741] | −0.011268 (0.04772) [−0.23613] | −0.136723 (0.11663) [−1.17232] | −0.092095 (0.03828) [−2.40600] | −0.004072 (0.00691) [−0.58949] |
D(L_MOBVREV(−3)) | 0.018160 (0.02885) [0.62940] | 0.025679 (0.01858) [1.38199] | 0.000703 (0.01085) [0.06484] | 0.054536 (0.04479) [1.21751] | 0.049242 (0.10948) [0.44979] | −0.059485 (0.03593) [−1.65553] | 0.009030 (0.00648) [1.39255] |
D(L_NEERREV(−1)) | 0.016152 (0.09727) [0.16605] | −0.069838 (0.06264) [−1.11483] | −0.039768 (0.03657) [−1.08732] | −0.071219 (0.15101) [−0.47160] | 0.931389 (0.36909) [2.52348] | −0.139060 (0.12114) [−1.14795] | −0.017797 (0.02186) [−0.81408] |