|
| P-Value | ||
Term | Coeff | HAC | Kern-HAC | Newey-West |
(Intercept) | 178,074 | 0.00 | 0.00 | 0.00 |
Zt | 5321 | 0.06 | 0.04 | 0.05 |
Zt2 | 3371 | 0.01 | 0.00 | 0.00 |
Zt3 | 12,251 | 0.00 | 0.00 | 0.00 |
DFeb | −15,827 | 0.00 | 0.00 | 0.00 |
DMar | 10,343 | 0.05 | 0.04 | 0.04 |
DApr | −7969 | 0.07 | 0.08 | 0.04 |
DMay | 949 | 0.84 | 0.84 | 0.82 |
DJun | −10,794 | 0.02 | 0.02 | 0.01 |
DJul | −521 | 0.91 | 0.91 | 0.90 |
DAug | −3477 | 0.50 | 0.49 | 0.45 |
DSep | −1103 | 0.82 | 0.83 | 0.81 |
DOct | 2524 | 0.43 | 0.40 | 0.31 |
DNov | −6164 | 0.26 | 0.29 | 0.24 |
DDec | −24,787 | 0.00 | 0.00 | 0.00 |
D9_11 | −11474 | 0.00 | 0.00 | 0.00 |