Dependent Variable: CRMS |
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Method: Panel Fully Modified Least Squares (FMOLS) | ||||
Date: 04/01/16 Time: 19:42 |
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Sample (adjusted): 2 72 |
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Periods included: 71 |
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Cross-sections included: 2 |
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Total panel (balanced) observations: 142 |
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Panel method: Pooled estimation |
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Cointegrating equation deterministics: C |
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Coefficient covariance computed using default method | ||||
Long-run covariance estimates (Bartlett kernel, Newey-West fixed | ||||
bandwidth) |
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Variable | Coefficient | Std. Error | t-Statistic | Prob. |
TNTM | −0.938193 | 0.135249 | −6.936782 | 0.0000 |
R-squared | 0.363662 | Mean dependent var | 13.39437 | |
Adjusted R-squared | 0.354506 | S.D. dependent var | 7.444316 | |
S.E. of regression | 5.980959 | Sum squared resid | 4972.290 | |
Long-run variance | 90.91638 |
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