Residuals:

Min

1Q

Median

3Q

Max

−2.40032

−0.22650

0.05738

0.27957

1.25864

Coefficients:

Estimate

Std. error

T-value

Pr (>|t|)

(Intercept)

3.400

3.897 × 10−2

87.246

<2 × 10⁻¹⁶***

EPU_record

−1.042 × 10−5

9.293 × 10−3

−0.001

0.999

COVID_dummy

−3.806 × 10−1

2.922 × 10−2

−13.024

<2 × 10⁻¹⁶***