| rho | −0.1330 (−0.0852) | 0.351*** (−0.0631) |
|
|
|
| Log-likelihood | 229.1803 | 77.6818 |
|
|
|
| R-sq | 0.2030 | 0.5692 |
|
|
|
| Hausman | −16.6600 |
|
|
| |
| LM-lag | 37.556*** | ||||
| Robust LM-lag | 36.422*** | ||||
| LM-error | 24.25*** | ||||
| Robust LM-error | 12.90*** | ||||
| LR-lag | 28.64*** | ||||
| LR-error | 28.14*** | ||||