变量 | Model 10 | Model 11 |
L.CR | 0.904*** | 0.202 |
| (4.614) | (0.386) |
CLO | −0.377** | −1.562*** |
| (−2.316) | (−2.578) |
LIQ | 0.003 | 0.008 |
| (1.152) | (0.278) |
ROE | −0.062* | 0.234 |
| (−1.869) | (0.851) |
LNSIZE | −0.120* | 0.014 |
| (−1.918) | (0.051) |
LEV | 0.043 | 0.203 |
| (0.833) | (0.451) |
Loan | −0.486 | 4.434 |
| (−0.350) | (0.748) |
Li | 0.317** | −1.559 |
| (2.312) | (−1.521) |
CPIL | −2.679 | −6.551 |
| (−0.604) | (−0.199) |
_cons | 1.619 | 12.964 |
| (0.753) | (0.924) |
N | 189 | 189 |
ar1 | 0.008 | 0.028 |
ar2 | 0.206 | 0.310 |
hansen | 0.731 | 0.930 |