提个问题,哪位帮忙解答下呢?
面板数据的单位根检验,
下面的都是些什么意思,特别是“ 2nd Stage Coefficient”
就如下面的第二列具体指什么来的?
2nd Stage Coefficient
Intermediate results on PRI?
2nd Stage Variance HAC of Max Band-
Series Coefficient of Reg Dep. Lag Lag width Obs
PRIA576 -1.55931 1.E-05 9.E-05 1 1 6.0 6
PRIA577 0.10049 7.E-05 4.E-05 0 1 2.0 7
PRIA578 -1.52509 2.E-05 0.0001 1 1 5.0 6
PRIA579 -1.34028 4.E-05 0.0001 0 1 1.0 7
PRIA580 -2.72064 0.0002 0.0002 1 1 6.0 6
PRIA581 -0.84153 4.E-05 1.E-05 0 1 5.0 7
PRIA582 -1.64228 2.E-05 2.E-05 1 1 5.0 6
PRIA583 -2.83775 5.E-05 6.E-05 1 1 5.0 6