Table V.

Long-run relationship result

Using NII as the dependent variable
VariableCoefficientStandard errort-statisticProbability
BTA138.1812*25.889695.3373060.0000
COR_DD−0.1147130.354365−0.3237130.7469
COR_SD−0.8733551.016196−0.8594360.3923
COR_FD−0.177996**0.074489−2.3895650.0480
BTLA142.1963*5.75590124.704430.0000
TFA97.76176***51.771171.8883430.0621
C−4006911.0*1030908.−3.8867790.0002
R20.887972Durbin–Watson stat1.838797
Adjusted R20.787196F-statistic
Prob. (F-statistic)
1,273.149
0.000000
Source: Authors’ computation

or Create an Account

Close subscription notice
Close access options