Table 4.
Estimator | Estimation Methods |
|||||
---|---|---|---|---|---|---|
OLS | CORC | HILU | PW | LAD | ||
Estimate | 8.8236 | 87.4791 | 91.4391 | 7.13149 | 0.4897 | |
Std. Error | 9.3703 | 69.7831 | 72.8257 | 13.8694 | 5.2657 | |
T-value | 0.9417 | 1.254 | 1.256 | 0.5142 | 0.093 | |
P-value | 0.3523 | 0.2179 | 0.2171 | 0.6101 | 0.9264 | |
Estimate | -3.0062 | -19.9917 | -20.6673 | -3.6692 | 0.6712 | |
Std. Error | 2.8784 | 14.5542 | 15.0457 | 4.403 | 2.1814 | |
T-value | -1.044 | -1.374 | -1.374 | -0.8333 | 0.3077 | |
P-value | 0.3029 | 0.1778 | 0.1778 | 0.4099 | 0.76 | |
Estimate | 0.1972 | 1.4509 | 1.4928 | 0.344 | -0.1777 | |
Std. Error | 0.2618 | 1.0268 | 1.0551 | 0.4165 | 0.2679 | |
T-value | 0.7532 | 1.413 | 1.415 | 0.8259 | -0.6633 | |
P-value | 0.456 | 0.166 | 0.1655 | 0.414 | 0.5111 | |
Estimate | 0.0037 | -0.0339 | -0.035 | -0.0036 | 0.0169 | |
Std. Error | 0.0089 | 0.0294 | 0.0301 | 0.0143 | 0.0117 | |
T-value | 0.4131 | -1.154 | -1.164 | -0.2496 | 1.443 | |
P-value | 0.6819 | 0.2558 | 0.2517 | 0.8042 | 0.1572 | |
Estimate | -6.89e-05 | 0.0003 | 0.0003 | 3.28e-05 | -0.0002 | |
Std. Error | 0.0001 | 0.0003 | 0.0003 | 0.0002 | 0.0002 | |
T-value | -0.687 | 1.101 | 1.114 | 0.2032 | -1.39 | |
P-value | 0.4963 | 0.2779 | 0.2726 | 0.8401 | 0.1726 | |
0.7133 | 0.719 | 0.6968 | ||||
Adj. R2 | 0.992512 | 0.993402 | 0.993402 | 0.993328 | 0.9932 | |
DW | Stat-value | 0.6965 | 2.0548 | 2.0669 | 1.9497 | 2.06048 |
P-value | 4.7e-009*** | |||||
SW | Stat-value | 0.9724 | 0.8717 | 0.8676 | 0.8622 | 0.8434 |
P-value | 0.3819 | 0.0002*** | 0.0002*** | 0.0001*** | 3.6e-005*** |
Note: (i) *** implies significance at alpha = 0.01.