|
|
| 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 |