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| Statistical quantities | Value | Statistical quantities | Value |
|---|---|---|---|
| LM-lag | 1355.52*** | LR-lag | 42.17*** |
| LM-error | 3519.48*** | LR-error | 126.61*** |
| LM-lag (robust) | 6294.22*** | Wald-lag | 42.58*** |
| LM-error (robust) | 8458.17*** | Wald-error | 48.83** |
Note
***, **indicate passing the significance test at the 1% and 5% levels, respectively.
