FMOLS and DOLS output: (using agriculture, MSE and others food credit, industry, service, retail loans and others as independent and GNPA as dependent variable)
| Intercept | FMOLS | DOLS |
|---|---|---|
| 1.001584 (34.49469)* | ||
| Agri | 0.998807 (51.13631)* | 1.000546 (55.30471)* |
| MSE | 0.998001 (74.95732)* | 1.039946 (8.980946)* |
| Oth | 1.025725 (13.64617)* | 3.644978 (0.555137) |
| FC | 2.940354 (0.706950) | 0.999911 (1009.831)* |
| IND | 1.000078 (1301.460)* | 10.998822 (103.8311)* |
| SRV | 1.000500 (142.6083)* | 0.988905 (42.40006)* |
| RL | 0.993726 (57.84147)* | 1.004595 (155.4841)* |
| Other | 1.003883 (235.6848)* | 0.999926 |
| Adjusted R square | 0.999964 | 25.84243 |
| S.E. regression | 18.47820 | 2616.808 |
| Mean dependent var | 2808.792 | 3011.798 |
| S.D. dependent var | 3059.129 | 12020.96 |
| Sum squared resid | 5463.104 | |
| Long-run variance | 0.182608 | 0.465942 |
| Intercept | FMOLS | DOLS |
|---|---|---|
| 1.001584 (34.49469) | ||
| Agri | 0.998807 (51.13631) | 1.000546 (55.30471) |
| MSE | 0.998001 (74.95732) | 1.039946 (8.980946) |
| Oth | 1.025725 (13.64617) | 3.644978 (0.555137) |
| FC | 2.940354 (0.706950) | 0.999911 (1009.831) |
| IND | 1.000078 (1301.460) | 10.998822 (103.8311) |
| SRV | 1.000500 (142.6083) | 0.988905 (42.40006) |
| RL | 0.993726 (57.84147) | 1.004595 (155.4841) |
| Other | 1.003883 (235.6848) | 0.999926 |
| Adjusted | 0.999964 | 25.84243 |
| S.E. regression | 18.47820 | 2616.808 |
| Mean dependent var | 2808.792 | 3011.798 |
| S.D. dependent var | 3059.129 | 12020.96 |
| Sum squared resid | 5463.104 | |
| Long-run variance | 0.182608 | 0.465942 |
Notes:
Levels of significance at 1, 5 and 10% are indicated by the symbols *, ** and ***, respectively. Values for the T-statistic are in parenthesis
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