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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