FGLS estimator coefficients for ROA and CRR
| Variables | ROA | CRR | ||
|---|---|---|---|---|
| FGLS1 | FGLS2 | FGLS3 | FGLS4 | |
| DT | 0.2535*** | 0.2511*** | −0.1237*** | −0.1181*** |
| DT*GOV | 0.0942 | −0.0751*** | ||
| GOV | 0.4432* | 0.0515 | −0.2505* | 0.0961 |
| SIZE | −0.1149 | −0.1004 | 0.0542 | 0.0489 |
| AGE | 0.0445 | 0.0412 | 0.0023 | 0.0052 |
| COVID19 | 0.0831 | 0.0565 | 0.0832 | 0.0829 |
| ALR | −0.0237*** | −0.0238*** | 0.0049** | 0.0046** |
| GROW | 0.0184*** | 0.0183*** | −0.0026** | −0.0026** |
| Constant | −1.0040 | −1.2552 | 5.8509*** | 5.8679*** |
| Variables | ROA | CRR | ||
|---|---|---|---|---|
| FGLS1 | FGLS2 | FGLS3 | FGLS4 | |
| DT | 0.2535*** | 0.2511*** | −0.1237*** | −0.1181*** |
| DT*GOV | 0.0942 | −0.0751*** | ||
| GOV | 0.4432* | 0.0515 | −0.2505* | 0.0961 |
| SIZE | −0.1149 | −0.1004 | 0.0542 | 0.0489 |
| AGE | 0.0445 | 0.0412 | 0.0023 | 0.0052 |
| COVID19 | 0.0831 | 0.0565 | 0.0832 | 0.0829 |
| ALR | −0.0237*** | −0.0238*** | 0.0049** | 0.0046** |
| GROW | 0.0184*** | 0.0183*** | −0.0026** | −0.0026** |
| Constant | −1.0040 | −1.2552 | 5.8509*** | 5.8679*** |
Note(s): ***, ** and * denote the significant levels at 0.01, 0.05 and 0.1, respectively
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