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The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)

Table 24 Generalized method of moments—time series (HAC): Kernel: Bartlett, bandwidth: Variable Newey–West (5), no prewhitening

From: Restatement of the I-O Coefficient Stability Problem

SYS1scaG

d( sca 1 )=c(1)+c(2) sca 1 (1)@ sca 1 (1)

d( sca 2 )=c(3)+c(4) sca 2 (1)+c(5)d( sca 2 (1))@ sca 2 (1)d( sca 2 (1))

d( sca 3 )=c(6)+c(7) sca 3 (3)+c(8)/t@ sca 10 (3)1/t

d( sca 4 )=c(9)+c(10) sca 4 (2)+c(11)d( sca 4 ,2)+c(12)t/(t+1)@ sca 6 (2)d( sca 4 ,2)t/(t+1)

d( sca 5 )=c(13)+c(14) sca 5 (1)+c(15)d( sca 5 (1))+c(16)t/(t+1) @ sca 6 (1)d( sca 6 (1))t/(t+1)

d( sca 6 )=c(17)+c(18) sca 6 (1)+c(19)d( sca 6 (1))+c(20)t/(t+1) @ sca 4 (1)d( sca 5 (1))t/(t+1)

d( sca 7 )=c(21)+c(22) sca 7 (1)+c(23)d( sca 7 (1))+c(24)d( sca 7 (2))+c(25) d( sca 7 (3))+c(26)t/(t+1)@ sca 8 (1)d( sca 7 (1))d( sca 7 (2))d( sca 7 (3))t/(t+1)

d( sca 8 )=c(27)+c(28) sca 8 (1)+c(29)d( sca 8 ,2)@ sca 7 (1)d( sca 8 ,2)

d( sca 9 )=c(30)+c(31) sca 9 (1)+c(32)d( sca 9 (2))+c(33)t/(t+1) @ sca 9 (1)d( sca 9 (2))t/(t+1)

d( sca 10 )=c(34)+c(35)t/(t+1)+c(36) sca 10 (1)@t/(t+1) sca 3 (1)

SYS1sraG

d( sra 1 )=c(37)+c(38) sra 1 (1)+c(39)d( sra 1 (2))+c(40)/t@ sra 10 (1)d( sra 1 (2))1/t

d( sra 2 )=c(41)+c(42) sra 2 (1)+c(43)d( sra 2 ,2)@ sra 3 (1)d( sra 2 ,2)

d( sra 3 )=c(44)+c(45) sra 3 (2)+c(46)d( sra 3 (1))@ sra 2 (2)d( sra 3 (1))

d( sra 4 )=c(47)+c(48) sra 4 (1)@ sra 4 (1)

d( sra 5 HP)=c(49)+c(50) sra 5 HP(1)+c(51)d( sra 5 HP(1))@ sra 8 HP(1)d( sra 8 HP(1))

d( sra 5 HPd)=c(52) sra 5 HPd(1)+c(53)d( sra 5 HPd(1))@ sra 5 HPd(1)d( sra 5 (1))

d( sra 6 )=c(54)+c(55) sra 6 (1)+c(56)d( sra 6 ,2)@ sra 10 l(1)d( sra 6 ,2)

d( sra 7 )=c(57)+c(58) sra 7 (2)+c(59)d( sra 7 ,2)+c(60)/t@ sra 7 (2)d( sra 7 ,2)1/t

d( sra 9 )=c(65)+c(66) sra 9 (1)@ sra 9 (1)

d( sra 10 l)=c(67)+c(68) sra 10 l(3)@ sra 10 (3)

SYS1sra8G

d( sra 8 HP)=c(61)+c(62) sra 8 HP(1)+c(63)d( sra 8 HP,2)@ sca 1 (1)d( sra 1 )

d( sra 8 HPd)=c(64)d( sra 8 HPd,2)@d( sra 8 )

 

Estimation

Coefficient

Std. error

t-statistic

Prob.

c(1)

0.306601

0.125989

2.43355

0.0161112

c(2)

−0.64008

0.280023

−2.2858

0.0236481

c(3)

0.306749

0.040223

7.626242

2.45E-12

c(4)

−0.4616

0.050503

−9.13994

3.75E-16

c(5)

0.582774

0.115473

5.046853

1.27E-06

c(6)

0.13037

0.028106

4.638562

7.51E-06

c(7)

−0.14457

0.042163

−3.42883

0.0007803

c(8)

−0.2129

0.056051

−3.79838

0.0002101

c(9)

0.940451

0.141303

6.65555

4.82E-10

c(10)

−0.78012

0.122989

−6.34302

2.45E-09

c(11)

0.540342

0.030012

18.00435

1.60E-39

c(12)

−0.46646

0.070064

−6.65759

4.77E-10

c(13)

1.086867

0.046148

23.55169

1.38E-52

c(14)

−1.22309

0.051193

−23.8916

2.48E-53

c(15)

0.492234

0.07655

6.430267

1.56E-09

c(16)

−0.39337

0.0287

−13.7063

2.39E-28

c(17)

1.01984

0.101599

10.03791

1.66E-18

c(18)

−0.8892

0.095385

−9.32216

1.26E-16

c(19)

0.457512

0.122083

3.747537

0.0002531

c(20)

−0.52278

0.058669

−8.91068

1.46E-15

c(21)

1.512662

0.228653

6.61553

5.95E-10

c(22)

−1.74819

0.253013

−6.90948

1.25E-10

c(23)

0.730626

0.163282

4.474613

1.49E-05

c(24)

0.729524

0.077765

9.381098

8.85E-17

c(25)

0.532158

0.139174

3.823693

0.0001914

c(26)

−0.24892

0.065536

−3.7982

0.0002102

c(27)

0.206372

0.052335

3.943296

0.0001223

c(28)

−0.38015

0.0913

−4.16373

5.23E-05

c(29)

0.343602

0.049807

6.898688

1.33E-10

c(30)

0.178478

0.045995

3.880364

0.000155

c(31)

−1.00173

0.120293

−8.32743

4.48E-14

c(32)

0.312532

0.117606

2.65744

0.0087153

c(33)

0.263697

0.032537

8.10445

1.62E-13

c(34)

−0.11243

0.05481

−2.0513

0.041954

c(35)

0.223479

0.040543

5.512165

1.48E-07

c(36)

−0.22669

0.066706

−3.39839

0.0008656

c(37)

0.410337

0.078538

5.224706

5.30E-07

c(38)

−0.79341

0.152393

−5.20636

5.77E-07

c(39)

0.246874

0.109319

2.258289

0.0252624

c(40)

1.014128

0.223294

4.54167

1.08E-05

c(41)

0.158335

0.081972

1.931566

0.0551585

c(42)

−0.3044

0.14473

−2.10325

0.0369891

c(42)

−0.3044

0.14473

−2.10325

0.0369891

c(43)

0.353333

0.085985

4.109225

6.29E-05

c(44)

0.607509

0.186953

3.249529

0.0014058

c(45)

−0.88958

0.272764

−3.26134

0.001352

c(46)

−0.59086

0.180956

−3.2652

0.0013348

c(47)

0.200071

0.023126

8.651512

4.78E-15

c(48)

−0.51659

0.051403

−10.0498

9.01E-19

c(49)

0.012438

0.001323

9.400312

5.06E-17

c(50)

−0.02672

0.002535

−10.5384

4.19E-20

c(51)

1.079729

0.012712

84.93893

2.99E-136

c(52)

−1.19794

0.103191

−11.6089

4.67E-23

c(53)

0.660945

0.10392

6.360122

1.97E-09

c(54)

0.175152

0.019104

9.168604

2.09E-16

c(55)

−0.31296

0.031561

−9.91593

2.08E-18

c(56)

0.292367

0.030034

9.734402

6.42E-18

c(57)

1.046782

0.020545

50.9516

1.23E-101

c(58)

−0.78373

0.015172

−51.6567

1.51E-102

c(59)

0.534862

0.046339

11.54236

7.15E-23

c(60)

0.779652

0.034143

22.83479

1.64E-52

c(61)

−0.01889

0.003623

−5.21494

9.04E-06

c(62)

0.152942

0.014253

10.73059

1.86E-12

c(63)

5.864809

2.511417

2.335259

2.56E-02

c(64)

0.805251

0.063548

12.67163

1.96E-14

c(65)

0.249173

0.044659

5.579505

9.93E-08

c(66)

−0.61859

0.08038

−7.69586

1.30E-12

c(67)

−0.03635

0.010982

−3.31009

0.0011496

c(68)

−0.13208

0.015079

−8.75877

2.51E-15