Table 7

Regression results of the REM, Hausman-Taylor, FEM (unbalanced dataset) and Anderson-Hsiao

Dependent variable: EDLREM (5)HT estimation (6)FEM (7)Anderson-Hsiao (8)
VariablesCoefficients
Intercept−2.939*** (0.927)−2.835*** (0.986)−2.214*** (0.477)
CCP0.473*** (0.031)0.474*** (0.031)0.393*** (0.017)0.224*** (0.025)
CG0.009 (0.022)0.008 (0.022)−0.011 (0.011)0.010 (0.016)
CCP*CG0.028** (0.012)0.027** (0.011)0.023*** (0.007)0.022** (0.008)
Reform0.356*** (0.029)0.355*** (0.030)0.289*** (0.014)0.139*** (0.028)
LV0.443** (0.183)0.445*** (0.158)0.249*** (0.077)0.356*** (0.136)
Zscore−0.081* (0.045)−0.079* (0.046)−0.045*** (0.016)−0.070* (0.037)
FP−0.086*** (0.030)−0.076*** (0.022)−0.086*** (0.015)−0.036** (0.016)
CSZ0.264*** (0.079)0.261*** (0.084)0.225*** (0.050)0.067 (0.100)
CR0.048** (0.023)0.049** (0.022)0.022*** (0.007)0.034* (0.019)
EDL (−1)0.565***
Sector fixed effectIncludedIncludedNoNo
Observations9609601,152960
R20.5560.833

Note(s): ***p < 0.01, **p < 0.05, *p < 0.1 and robust SE between parentheses

Source(s): Authors’ own work

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