Table 4

FGLS estimator coefficients for ROA and CRR

VariablesROACRR
FGLS1FGLS2FGLS3FGLS4
DT0.2535***0.2511***−0.1237***−0.1181***
DT*GOV 0.0942 −0.0751***
GOV0.4432*0.0515−0.2505*0.0961
SIZE−0.1149−0.10040.05420.0489
AGE0.04450.04120.00230.0052
COVID190.08310.05650.08320.0829
ALR−0.0237***−0.0238***0.0049**0.0046**
GROW0.0184***0.0183***−0.0026**−0.0026**
Constant−1.0040−1.25525.8509***5.8679***

Note(s): ***, ** and * denote the significant levels at 0.01, 0.05 and 0.1, respectively

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