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DEF*BELOW*DVT SUR*ABOVE*DVT*RISKFIRM(-1) DEF*ABOVE*DVT*RISKFIRM(-1) SUR*BELOW*DVT*RISKFIRM(-1) DEF*BELOW*DVT*RISKFIRM(-1) SUR*ABOVE*DVT*INFG(-1) DEF*ABOVE*DVT*INFG(-1) SUR*BELOW*DVT*INFG(-1) DEF*BELOW*DVT*INFG(-1) @LEV(@SYSPER)
Constant added to instrument list

Variable
Coefficient
Std. Error
t-Statistic
Prob.

ACTUAL(-1)
0.281858
0.044427
6.344231

SUR
0.136862
0.01647
8.30977

DEF
0.122123
0.017419
7.010774

SUR*ABOVE*DVT
0.315534
0.096164
3.281215
0.0011
DEF*ABOVE*DVT
0.23252
0.066339
3.505021
0.0005
SUR*BELOW*DVT
0.441799
0.096596
4.573697

DEF*BELOW*DVT
0.159441
0.048697
3.274129
0.0011
SUR*ABOVE*DVT*RISKFIRM(-1)
-0.01553
0.011395
-1.36295
0.1732
DEF*ABOVE*DVT*RISKFIRM(-1)
0.009781
0.006372
1.534953
0.1251
SUR*BELOW*DVT*RISKFIRM(-1)
-0.04821
0.013381
-3.60263
0.0003
DEF*BELOW*DVT*RISKFIRM(-1)
-0.00635
0.00149
-4.2618

SUR*ABOVE*DVT*INFG(-1)
0.01344
0.007051
1.906105
0.0569
DEF*ABOVE*DVT*INFG(-1)
0.014905
0.004225
3.528051
0.0004
SUR*BELOW*DVT*INFG(-1)
-0.0028
0.004059
-0.69079
0.4898
DEF*BELOW*DVT*INFG(-1)
-0.00204
0.003609
-0.56466
0.5724
@LEV(@ISPERIOD(“1385”))
-0.01807
0.011921
-1.51614
0.1298
@LEV(@ISPERIOD(“1386”))
-0.01356
0.009781
-1.38664
0.1658
@LEV(@ISPERIOD(“1387”))
0.008631
0.007821
1.103558
0.27
@LEV(@ISPERIOD(“1388”))
-0.0045
0.008432
-0.53333
0.5939
@LEV(@ISPERIOD(“1389”))
-0.01179
0.008681
-1.3578
0.1748
@LEV(@ISPERIOD(“1390”))
-0.00199
0.007288
-0.27299
0.7849
@LEV(@ISPERIOD(“1391”))
0.006274
0.00846
0.741567
0.4585
@LEV(@ISPERIOD(“1392”))
-0.05507
0.01023
-5.38254

Effects Specification

Cross-section fixed (first differences)

Period fixed (dummy variables)

Mean dependent var
-0.01244
S.D. dependent var
0.126007
S.E. of regression
0.128194
Sum squared resid
19.16174
J-statistic
42.53445
Instrument rank
58
Prob(J-statistic)
0.178409

Arellano-Bond Serial Correlation Test

Equation: Untitled

Date: 12/23/14 Time: 00:51

Sample: 1380 1392

Included observations: 1189

Test order
m-Statistic
rho
SE(rho)
Prob.

AR(1)
-6.56105
-8.01455
1.221534

AR(2)
-0.00704
-0.00542
0.769062
0.9944

Dependent Variable: ACTUAL

Method: Panel Generalized Method of Moments
Transformation: First Differences

Date: 12/18/14 Time: 00:30

Sample (adjusted): 1385 1392

Periods included: 8

Cross-sections included: 153

Total panel (unbalanced) observations: 1189
White period instrument weighting matrix
Constant added to instrument list

White period standard errors & covariance (no d.f. correction)

Instrument specification: @DYN(ACTUAL,-2) SUR DEF SUR*ABOVE*DVT SUR*BELOW*DVT SUR*ABOVE*DVT*RISKFIRM(-1)*RFZERO(-1) SUR*ABOVE*DVT*RISKFIRM(-1)*RFLOW(-1) SUR*ABOVE*DVT*RISKFIRM( -1)*RFMED(-1) SUR*ABOVE*DVT*RISKFIRM(-1)*RFHIGH(-1) SUR*BELOW*DVT*RISKFIRM(-1)*RFZERO(-1) SUR*BELOW*DVT*RISKFIRM(-1)*RFLOW(-1) SUR*BELOW*DVT*RISKFIRM(-1)*RFMED(-1) SUR*BELOW*DVT*RISKFIRM(-1)*RFHIGH(-1) SUR*ABOVE*DVT*INFG(-1)*RMLOW(-1) SUR*ABOVE*DVT*INFG(-1)*RMZERO(-1) SUR*ABOVE*DVT*INFG(-1)*RMMED(-1) SUR*ABOVE*DVT*INFG(-1)*RMHIGH(-1) SUR*BELOW*DVT*INFG(-1)*RMZERO(-1) SUR*BELOW*DVT*INFG(-1)*RMLOW(-1) SUR*BELOW*DVT*INFG(-1)*RMMED(-1) SUR*BELOW*DVT*INFG(-1)*RMHIGH(-1) DEF*ABOVE*DVT DEF*BELOW*DVT DEF*ABOVE*DVT*RISKFIRM(-1)*RFZERO(-1) DEF*ABOVE*DVT*RISKFIRM(-1)*RFLOW(-1) DEF*ABOVE*DVT*RISKFIRM(-1)*RFMED(-1) DEF*ABOVE*DVT*RISKFIRM(-1)*RFHIGH(-1) DEF*BELOW*DVT*RISKFIRM(-1)*RFZERO(-1) DEF*BELOW*DVT*RISKFIRM(-1)*RFLOW(-1) DEF*BELOW*DVT*RISKFIRM(-1)*RFMED(-1) DEF*BELOW*DVT*RISKFIRM(-1)*RFHIGH(-1) DEF*ABOVE*DVT*INFG(-1)*RMLOW(-1) DEF*ABOVE*DVT*INFG(-1) *RMZERO(-1) DEF*ABOVE*DVT*INFG(-1)*RMMED(-1) DEF*ABOVE*DVT*INFG(-1)*RMHIGH(-1) DEF*BELOW*DVT*INFG(-1)*RMZERO(-1) DEF*BELOW*DVT*INFG(-1)*RMLOW(-1) DEF*BELOW*DVT*INFG(-1)*RMMED(-1) DEF*BELOW*DVT*INFG(-1)*RMHIGH(-1) @LEV(SUR) @LEV(DEF) @LEV(C) @LEV(@SYSPER)

Variable
Coefficient
Std. Error
t-Statistic
Prob.

ACTUAL(-1)
0.361918
0.046938
7.710597

SUR
0.148296
0.018518
8.00812

DEF
0.133991
0.01848
7.250543

SUR*ABOVE*DVT
0.777716
0.156779
4.960596

SUR*BELOW*DVT
0.370155
0.107704
3.43679
0.0006
SUR*ABOVE*DVT*RISKFIRM(-1)*RFZERO
-0.24683
0.161977
-1.52389
0.1278
SUR*ABOVE*DVT*RISKFIRM(-1)*RFLOW
-0.07972
0.070823
-1.12563
0.2606
SUR*ABOVE*DVT*RISKFIRM(-1)*RFMED
-0.07142
0.052414
-1.36261
0.1733
SUR*ABOVE*DVT*RISKFIRM(-1)*RFHIGH
-0.039
0.012878
-3.02854
0.0025
SUR*BELOW*DVT*RISKFIRM(-1)*RFZERO
-0.09235
0.095061
-0.97149
0.3315
SUR*BELOW*DVT*RISKFIRM(-1)*RFLOW
-0.00936
0.078892
-0.11867
0.9056
SUR*BELOW*DVT*RISKFIRM(-1)*RFMED
-0.02084
0.043903
-0.47471
0.6351
SUR*BELOW*DVT*RISKFIRM(-1)*RFHIGH
-0.04498
0.013984
-3.21624
0.0013
SUR*ABOVE*DVT*INFG(-1)*RMLOW
-0.00194
0.008139
-0.23828
0.8117
SUR*ABOVE*DVT*INFG(-1)*RMZERO
-0.01664
0.015437
-1.07765
0.2814
SUR*ABOVE*DVT*INFG(-1)*RMMED
0.003175
0.009729
0.326379
0.7442
SUR*ABOVE*DVT*INFG(-1)*RMHIGH
-0.21078
0.069211
-3.04548
0.0024
SUR*BELOW*DVT*INFG(-1)*RMZERO
0.017599
0.009557
1.841407
0.0658
SUR*BELOW*DVT*INFG(-1)*RMLOW
-0.00091
0.004361
-0.20927
0.8343
SUR*BELOW*DVT*INFG(-1)*RMMED
-0.00261
0.008957
-0.29156
0.7707
SUR*BELOW*DVT*INFG(-1)*RMHIGH
0.121028
0.095934
1.261575
0.2074
DEF*ABOVE*DVT
0.461891
0.152045
3.037861
0.0024
DEF*BELOW*DVT
0.156779
0.064944
2.414057
0.0159
DEF*ABOVE*DVT*RISKFIRM(-1)*RFZERO
0.045337
0.085165
0.532349
0.5946
DEF*ABOVE*DVT*RISKFIRM(-1)*RFLOW
-0.1034
0.071705
-1.44195
0.1496
DEF*ABOVE*DVT*RISKFIRM(-1)*RFMED
-0.07005
0.03672
-1.90762
0.0567
DEF*ABOVE*DVT*RISKFIRM(-1)*RFHIGH
-0.00138
0.008656
-0.15975
0.8731
DEF*BELOW*DVT*RISKFIRM(-1)*RFZERO
0.30254
0.062424
4.84657

DEF*BELOW*DVT*RISKFIRM(-1)*RFLOW
-0.02075
0.039809
-0.52122
0.6023
DEF*BELOW*DVT*RISKFIRM(-1)*RFMED
-0.01523
0.026033
-0.58482
0.5588
DEF*BELOW*DVT*RISKFIRM(-1)*RFHIGH
-0.0055
0.001875
-2.93516
0.0034
DEF*ABOVE*DVT*INFG(-1)*RMLOW
0.013437
0.00592
2.269976
0.0234
DEF*ABOVE*DVT*INFG(-1)*RMZERO
-0.00739
0.0092
-0
.80314
0.4221
DEF*ABOVE*DVT*INFG(-1)*RMMED
0.014262
0.009899
1.440705
0.1499
DEF*ABOVE*DVT*INFG(-1)*RMHIGH
-0.05995
0.04381
-1.36835
0.1715
DEF*BELOW*DVT*INFG(-1)*RMZERO
0.002206
0.004805
0.45908
0.6463
DEF*BELOW*DVT*INFG(-1)*RMLOW
-0.00343
0.004193
-0.8178
0.4136
DEF*BELOW*DVT*INFG(-1)*RMMED
-0.01226
0.0077
-1.59162
0.1117
DEF*BELOW*DVT*INFG(-1)*RMHIGH
-0.03998
0.038314
-1.04346
0.297
@LEV(@ISPERIOD(“1385”))
-0.00098
0.012534
-0.07851
0.9374
@LEV(@ISPERIOD(“1386”))
-0.02153
0.010943
-1.96745
0.0494
@LEV(@ISPERIOD(“1387”))
0.013343
0.008297
1.608038
0.1081
@LEV(@ISPERIOD(“1388”))
-0.00527
0.008913
-0.59095
0.5547
@LEV(@ISPERIOD(“1389”))
-0.02113
0.011607
-1.82062
0.0689
@LEV(@ISPERIOD(“1390”))
0.030111
0.011422
2.636303
0.0085
@LEV(@ISPERIOD(“1391”))
0.000326
0.014445
0.022601
0.982
@LEV(@ISPERIOD(“1392”))
-0.06423
0.013291
-4.83258

این مطلب رو هم توصیه می کنم بخونین:   دانلود تحقیق با موضوعنوین سازی، گمرک جهانی، مزیت رقابتی

Effects Specification

Cross-section fixed (first differences)

Period fixed (dummy variables)

Mean dependent var
-0.01244
S.D. dependent var
0.126007
S.E. of regression
0.130237
Sum squared resid
19.37034
J-statistic
41.69111
Instrument rank
83
Prob(J-statistic)
0.237

Arellano-Bond Serial Correlation Test

Equation: EQ04

Date: 12/18/14 Time: 00:18

Sample: 1380 1392

Included observations: 1189

Test order
m-Statistic
rho
SE(rho)
Prob.

AR(1)
-6.34597
-8.34321
1.314725

AR(2)
0.349605
0.329944
0.943764
0.7266

Wald Test:

Equation: EQ03

Test Statistic
Value
df
Probability
t-statistic
3.142354
1170
0.0017
F-statistic
9.874386
(1, 1170)
0.0017
Chi-square
9.874386
1
0.0017

Null Hypothesis: C(2)+C(7)+C(15)=0
Null Hypothesis Summary:

Normalized Restriction (= 0)
Value
Std. Err.

C(2) + C(7) + C(15)
0.295698
0.094101
Restrictions are linear in coefficients.

Wald Test:

Equation: EQ03

Test Statistic
Value
df
Probability
t-statistic
3.307095
1170
0.001
F-statistic
10.93688
(1, 1170)
0.001
Chi-square
10.93688
1
0.0009

Null Hypothesis: C(2)+C(7)+C(14)=0
Null Hypothesis Summary:

Normalized Restriction (= 0)
Value
Std. Err.
C(2) + C(7) + C(14)
0.342176
0.103467
Restrictions are linear in coefficients.

Wald Test:
 
 

Wald Test:
 
 
Equation: EQ03
 
 

Equation: EQ04
 
 
 
 
 
 

 
 
 
 
Test Statistic
Value
df
Probability

Test Statistic
Value
df
Probability
t-statistic
3.359048
1170
0.0008

t-statistic
4.559419
1142

F-statistic
11.28321
(1, 1170)
0.0008

F-statistic
20.7883
(1, 1142)

Chi-square
11.28321
1
0.0008

Chi-square
20.7883
1

 
 
 
 

 
 
 
 
Null Hypothesis: C(2)+C(7)+C(13)=0
 
Null Hypothesis: C(2)+C(5)+C(13)+C(19)=0
Null Hypothesis Summary:
 

Null Hypothesis Summary:
 
Normalized Restriction (= 0)
Value
Std. Err.

 
 
 
 
 
 
 
 

Normalized Restriction (= 0)
Value
Std. Err.
C(2) + C(7) + C(13)
0.344973
0.1027

C(2) + C(5) + C(13) + C(19)
0.470863
0.103273
Restrictions are linear in coefficients.

Restrictions are linear in coefficients.

Wald Test:
 
 

Wald Test:
 
 
Equation: EQ03
 
 

Equation: EQ04
 
 
 
 
 
 

 
 
 
 
Test Statistic
Value
df
Probability

Test

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