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

Table 3 Dynamic disequilibrium switching

From: Market collusion and regime analysis in the US gasoline market

Variables in Eq. 7 Coefficient t-statistics Variables in Eq. 7 Coefficient t-statistics Variables in Eq. 7 Coefficient t-statistics
DPCPI_2 − 0.668** − 16.7 DLCOST_1 0.097** 5.46 DLRPGAS_1 0.020 6.16
DPCPI_3 − 0.425** − 8.86 DLCOST_2 0.157** 7.20 DLRPGAS_2 0.043** 2.78
DPCPI_5 − 0.359** − 7.79 DLCOST_3 0.241** 10.3 DLRPGAS_3 0.064** 8.55
DPCPI_6 − 0.295** − 5.91 DLCOST_4 0.063** 3.19 DLRPGAS_6 − 0.100** − 7.22
DPCPI_7 − 0.338** − 6.67 DLCOST_6 0.164** 7.61 DLRPGAS_8 0.091** 6.68
DPCPI_8 0.150** 2.76 DLCOST_7 0.225** 8.94 DLRPGAS_9 − 0.070** − 3.54
DPCPI_9 − 0.570** − 11.0 DLCOST_8 0.135** 5.55 DLRPGAS_10 − 0.049** 2.68
DPCPI_10 0.226** 4.48 DLCOST_9 0.155** 6.60 DLRPGAS_11 − 0.072** 4.02
DPCPI_12 − 0.184** − 4.38 DLCOST_10 0.065** 2.96 DLPDST_2 0.070* − 5.95
DPCPI_14 0.092** 3.65 DLCOST_11 0.162** 8.54 DLPDST_4 0.240** − 3.64
DPCPI_15 − 0.171** − 6.64 DLPW_1 0.137** 6.16 DLPDST_5 − 0.411** − 2.43
DPCPI_16 0.338** 14.2 DLPW_2 0.074** 2.78 DLPDST_7 − 0.188** 1.51
LPCPI_1 − 0.011** − 2.00 DLPW_3 0.203** 8.55 DLPDST_8 − 0.421** 3.26
LCPIPPI_1 0.058** 1.95 DLPW_4 − 0.199** − 7.22 DLPDST_9 0.198** 4.83
DCPIPPI_1 − 0.333** − 4.82 DLPW_5 0.181** 6.68 DLPDST_11 0.086** − 7.13
DCPIPPI_3 0.186** 2.34 DLPW_6 − 0.088** − 3.54 DLPDST_13 − 0.050 6.37
DCPIPPI_5 − 0.869** − 10.8 DLPW_7 0.075** 2.68 DLPRES_1 0.070** − 4.93
DCPIPPI_6 − 0.956** − 12.1 DLPW_8 0.105** 4.02 DLPRES_3 − 0.071** − 3.35
DCPIPPI_7 − 0.491** − 5.99 DLPW_11 − 0.157** − 5.95 DLPRES_5 0.069** − 5.50
DCPIPPI_8 0.314** 3.95 DLPW_12 − 0.080** − 3.64 DLPRES_6 0.074** 1.80
DCPIPPI_9 − 0.228** − 2.64 DLPW_13 − 0.060** − 2.43 DLPRES_7 − 0.113** 6.37
DCPIPPI_10 0.520** 6.54     Constant(0) 0.417** − 9.94
DCPIPPI_12 − 0.874** − 12.6     Constant(1) 0.489** − 4.78
P 11    0.502      
P 22    0.465      
Log-likelihood    502.20