变量

回归系数

npl(−1)

0.855^***

(0.0682)

0.656^***

(0.0944)

0.663^***

(0.111)

npl(−2)

−0.123^*

(0.0722)

−0.108

(0.0891)

−0.0544

(0.0934)

sec2

0.131^***

(0.0340)

0.141^***

(0.0391)

0.172^***

(0.0604)

ear

26.91^**

(11.65)

28.29^**

(11.04)

roa

−0.717^*

(0.361)

−0.981^**

(0.388)

loan_a

−0.827

(1.253)

−1.351

(1.574)

cdr

−0.180^***

(0.0606)

−0.142^***

(0.0509)

m2

1.148

(1.147)

cpi

−0.0166

(0.0494)

rate

0.0960^*

(0.0521)

cons

0.336^***

(0.0296)

2.045^***

(0.647)

2.948

(5.340)

N

306

306

306

AR(1)

0.010

0.003

0.002

AR(2)

0.493

0.854

0.977

Hansen值

0.132

0.594

0.918