Luận án Tác động của đầu tư đến tăng trưởng kinh tế và hội tụ thu nhập tại Việt Nam

Phát hiện của luận án là trong dài hạn, đầu tư tư nhân trong nước có tác động tích cực đến tăng trưởng kinh tế. Điều này gợi lên cho các nhà làm chính sách trong việc cơ cấu lại nguồn đầu tư cho nền kinh tế, khi mà trong thời gian qua đầu tư trực tiếp nước ngoài luôn luôn rất được quan tâm thu hút, mặc dù nghiên cứu cũng cho thấy có sự đóng góp rất tích cực vào tăng trưởng kinh tế, nhưng hiệu quả và hậu quả trong tương lai của nó thì đang còn bàn cãi. Luận án cũng xem xét về vấn đề hội tụ thu nhập bình quân đầu người giữa các tỉnh ở Việt Nam. Kết quả cho thấy có hiện tượng hội tụ trong thu nhập bình quân giữa các tỉnh của Việt Nam. Các nguồn đầu tư đều có tác động tích cực đến tốc độ hội tụ, trong đó đầu tư trực tiếp nước ngoài có tác động mạnh nhất, kế đến là đầu tư công và đầu tư tư nhân trong nước.

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Kiểm định nghiệm đơn vị các biến Panel unit root test: Summary Series: LNGDP Date: 07/04/16 Time: 09:55 Sample: 2000 2014 Exogenous variables: Individual effects, individual linear trends Automatic selection of maximum lags Automatic lag length selection based on SIC: 0 to 2 Newey-West automatic bandwidth selection and Bartlett kernel Cross- Method Statistic Prob.** sections Obs Null: Unit root (assumes common unit root process) Levin, Lin & Chu t* -10.1806 0.0000 63 848 Breitung t-stat 6.49571 1.0000 63 785 Null: Unit root (assumes individual unit root process) Im, Pesaran and Shin W-stat -3.50669 0.0002 63 848 ADF - Fisher Chi-square 185.627 0.0004 63 848 PP - Fisher Chi-square 286.799 0.0000 63 882 ** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality. Panel unit root test: Summary Series: D(LNGDP) Date: 07/04/16 Time: 09:59 Sample: 2000 2014 Exogenous variables: Individual effects, individual linear trends Automatic selection of maximum lags Automatic lag length selection based on SIC: 0 to 1 Newey-West automatic bandwidth selection and Bartlett kernel Cross- Method Statistic Prob.** sections Obs Null: Unit root (assumes common unit root process) Levin, Lin & Chu t* -15.7871 0.0000 63 805 Breitung t-stat -4.18376 0.0000 63 742 Null: Unit root (assumes individual unit root process) Im, Pesaran and Shin W-stat -8.19872 0.0000 63 805 ADF - Fisher Chi-square 279.612 0.0000 63 805 PP - Fisher Chi-square 356.352 0.0000 63 819 ** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality. [xx] Panel unit root test: Summary Series: LNSI Date: 07/04/16 Time: 10:00 Sample: 2000 2014 Exogenous variables: Individual effects, individual linear trends Automatic selection of maximum lags Automatic lag length selection based on SIC: 0 to 2 Newey-West automatic bandwidth selection and Bartlett kernel Cross- Method Statistic Prob.** sections Obs Null: Unit root (assumes common unit root process) Levin, Lin & Chu t* -7.35587 0.0000 63 846 Breitung t-stat 0.79406 0.7864 63 783 Null: Unit root (assumes individual unit root process) Im, Pesaran and Shin W-stat -3.19555 0.0007 63 846 ADF - Fisher Chi-square 193.341 0.0001 63 846 PP - Fisher Chi-square 178.950 0.0014 63 882 ** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality. Panel unit root test: Summary Series: D(LNSI) Date: 07/04/16 Time: 10:02 Sample: 2000 2014 Exogenous variables: Individual effects, individual linear trends Automatic selection of maximum lags Automatic lag length selection based on SIC: 0 to 1 Newey-West automatic bandwidth selection and Bartlett kernel Cross- Method Statistic Prob.** sections Obs Null: Unit root (assumes common unit root process) Levin, Lin & Chu t* -20.4342 0.0000 63 801 Breitung t-stat -8.85122 0.0000 63 738 Null: Unit root (assumes individual unit root process) Im, Pesaran and Shin W-stat -12.1502 0.0000 63 801 ADF - Fisher Chi-square 364.112 0.0000 63 801 PP - Fisher Chi-square 502.754 0.0000 63 819 ** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality. [xxi] Panel unit root test: Summary Series: DI Date: 07/04/16 Time: 10:04 Sample: 2000 2014 Exogenous variables: Individual effects, individual linear trends Automatic selection of maximum lags Automatic lag length selection based on SIC: 0 to 2 Newey-West automatic bandwidth selection and Bartlett kernel Cross- Method Statistic Prob.** sections Obs Null: Unit root (assumes common unit root process) Levin, Lin & Chu t* -6.06077 0.0000 63 850 Breitung t-stat -0.54672 0.2923 63 787 Null: Unit root (assumes individual unit root process) Im, Pesaran and Shin W-stat -1.81760 0.0346 63 850 ADF - Fisher Chi-square 150.756 0.0656 63 850 PP - Fisher Chi-square 151.562 0.0601 63 882 ** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality. Panel unit root test: Summary Series: D(DI) Date: 07/04/16 Time: 10:06 Sample: 2000 2014 Exogenous variables: Individual effects, individual linear trends Automatic selection of maximum lags Automatic lag length selection based on SIC: 0 to 1 Newey-West automatic bandwidth selection and Bartlett kernel Cross- Method Statistic Prob.** sections Obs Null: Unit root (assumes common unit root process) Levin, Lin & Chu t* -22.2330 0.0000 63 801 Breitung t-stat -13.9983 0.0000 63 738 Null: Unit root (assumes individual unit root process) Im, Pesaran and Shin W-stat -14.5940 0.0000 63 801 ADF - Fisher Chi-square 417.636 0.0000 63 801 PP - Fisher Chi-square 635.666 0.0000 63 819 ** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality. [xxii] Panel unit root test: Summary Series: LNFDI Date: 07/04/16 Time: 10:07 Sample: 2000 2014 Exogenous variables: Individual effects, individual linear trends Automatic selection of maximum lags Automatic lag length selection based on SIC: 0 to 2 Newey-West automatic bandwidth selection and Bartlett kernel Cross- Method Statistic Prob.** sections Obs Null: Unit root (assumes common unit root process) Levin, Lin & Chu t* -10.9674 0.0000 63 838 Breitung t-stat -2.66343 0.0039 63 775 Null: Unit root (assumes individual unit root process) Im, Pesaran and Shin W-stat -7.03636 0.0000 63 838 ADF - Fisher Chi-square 261.496 0.0000 63 838 PP - Fisher Chi-square 233.000 0.0000 63 882 ** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality. Panel unit root test: Summary Series: D(LNFDI) Date: 07/04/16 Time: 10:15 Sample: 2000 2014 Exogenous variables: Individual effects, individual linear trends Automatic selection of maximum lags Automatic lag length selection based on SIC: 0 to 1 Newey-West automatic bandwidth selection and Bartlett kernel Cross- Method Statistic Prob.** sections Obs Null: Unit root (assumes common unit root process) Levin, Lin & Chu t* -30.8449 0.0000 63 803 Breitung t-stat -11.2584 0.0000 63 740 Null: Unit root (assumes individual unit root process) Im, Pesaran and Shin W-stat -20.7588 0.0000 63 803 ADF - Fisher Chi-square 542.147 0.0000 63 803 PP - Fisher Chi-square 650.407 0.0000 63 819 ** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality. [xxiii] Panel unit root test: Summary Series: LNOPEN Date: 07/04/16 Time: 10:18 Sample: 2000 2014 Exogenous variables: Individual effects, individual linear trends Automatic selection of maximum lags Automatic lag length selection based on SIC: 0 to 2 Newey-West automatic bandwidth selection and Bartlett kernel Cross- Method Statistic Prob.** sections Obs Null: Unit root (assumes common unit root process) Levin, Lin & Chu t* -6.48460 0.0000 63 855 Breitung t-stat 4.20426 1.0000 63 792 Null: Unit root (assumes individual unit root process) Im, Pesaran and Shin W-stat -1.42456 0.0771 63 855 ADF - Fisher Chi-square 165.206 0.0109 63 855 PP - Fisher Chi-square 192.921 0.0001 63 882 ** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality. Panel unit root test: Summary Series: D(LNOPEN) Date: 07/04/16 Time: 10:20 Sample: 2000 2014 Exogenous variables: Individual effects, individual linear trends Automatic selection of maximum lags Automatic lag length selection based on SIC: 0 to 1 Newey-West automatic bandwidth selection and Bartlett kernel Cross- Method Statistic Prob.** sections Obs Null: Unit root (assumes common unit root process) Levin, Lin & Chu t* -23.5486 0.0000 63 796 Breitung t-stat -7.85594 0.0000 63 733 Null: Unit root (assumes individual unit root process) Im, Pesaran and Shin W-stat -15.2950 0.0000 63 796 ADF - Fisher Chi-square 438.482 0.0000 63 796 PP - Fisher Chi-square 654.639 0.0000 63 819 ** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality. [xxiv] Panel unit root test: Summary Series: LNSE Date: 07/04/16 Time: 10:22 Sample: 2000 2014 Exogenous variables: Individual effects, individual linear trends Automatic selection of maximum lags Automatic lag length selection based on SIC: 0 to 2 Newey-West automatic bandwidth selection and Bartlett kernel Cross- Method Statistic Prob.** sections Obs Null: Unit root (assumes common unit root process) Levin, Lin & Chu t* -10.8075 0.0000 63 857 Breitung t-stat -1.64987 0.0495 63 794 Null: Unit root (assumes individual unit root process) Im, Pesaran and Shin W-stat -5.51927 0.0000 63 857 ADF - Fisher Chi-square 225.542 0.0000 63 857 PP - Fisher Chi-square 226.006 0.0000 63 882 ** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality. Panel unit root test: Summary Series: D(LNSE) Date: 07/04/16 Time: 10:23 Sample: 2000 2014 Exogenous variables: Individual effects, individual linear trends Automatic selection of maximum lags Automatic lag length selection based on SIC: 0 to 1 Newey-West automatic bandwidth selection and Bartlett kernel Cross- Method Statistic Prob.** sections Obs Null: Unit root (assumes common unit root process) Levin, Lin & Chu t* -23.5341 0.0000 63 798 Breitung t-stat -6.62774 0.0000 63 735 Null: Unit root (assumes individual unit root process) Im, Pesaran and Shin W-stat -16.7263 0.0000 63 798 ADF - Fisher Chi-square 473.959 0.0000 63 798 PP - Fisher Chi-square 751.826 0.0000 63 819 ** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality. [xxv] Panel unit root test: Summary Series: LB Date: 07/04/16 Time: 10:24 Sample: 2000 2014 Exogenous variables: Individual effects, individual linear trends Automatic selection of maximum lags Automatic lag length selection based on SIC: 0 to 2 Newey-West automatic bandwidth selection and Bartlett kernel Cross- Method Statistic Prob.** sections Obs Null: Unit root (assumes common unit root process) Levin, Lin & Chu t* -5.96849 0.0000 63 842 Breitung t-stat 1.18946 0.8829 63 779 Null: Unit root (assumes individual unit root process) Im, Pesaran and Shin W-stat -2.82891 0.0023 63 842 ADF - Fisher Chi-square 169.283 0.0061 63 842 PP - Fisher Chi-square 142.558 0.1487 63 882 ** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality. Panel unit root test: Summary Series: D(LB) Date: 07/04/16 Time: 10:27 Sample: 2000 2014 Exogenous variables: Individual effects, individual linear trends Automatic selection of maximum lags Automatic lag length selection based on SIC: 0 to 1 Newey-West automatic bandwidth selection and Bartlett kernel Cross- Method Statistic Prob.** sections Obs Null: Unit root (assumes common unit root process) Levin, Lin & Chu t* -19.3615 0.0000 63 810 Breitung t-stat -9.73504 0.0000 63 747 Null: Unit root (assumes individual unit root process) Im, Pesaran and Shin W-stat -12.5852 0.0000 63 810 ADF - Fisher Chi-square 369.679 0.0000 63 810 PP - Fisher Chi-square 518.803 0.0000 63 819 ** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality. [xxvi] Phụ lục 4.2. Kết quả hồi quy PMG Dependent Variable: D(LNGDP) Method: ARDL Date: 07/04/16 Time: 09:26 Sample: 2001 2014 Included observations: 882 Dependent lags: 1 (Fixed) Dynamic regressors (1 lag, fixed): LNSI DI LNFDI LNOPEN LB Fixed regressors: LNSE C @TREND Variable Coefficient Std. Error t-Statistic Prob.* Long Run Equation LNSI -0.017490 0.005841 -2.994319 0.0029 DI 0.002412 0.000462 5.215459 0.0000 LNFDI 0.009672 0.000575 16.81293 0.0000 LNOPEN 0.019319 0.006265 3.083890 0.0022 LB 0.030277 0.000787 38.48094 0.0000 Short Run Equation COINTEQ01 -0.434205 0.038679 -11.22592 0.0000 D(LNSI) -0.010755 0.015642 -0.687610 0.4921 D(DI) 0.001039 0.002237 0.464305 0.6427 D(LNFDI) 0.002808 0.009587 0.292900 0.7698 D(LNOPEN) -0.079888 0.019827 -4.029189 0.0001 D(LB) -0.012468 0.004893 -2.548207 0.0112 LNSE -0.056258 0.038381 -1.465780 0.1436 C 0.024809 0.109306 0.226967 0.8206 @TREND 0.067350 0.005635 11.95138 0.0000 Mean dependent var 0.161190 S.D. dependent var 0.085806 S.E. of regression 0.059739 Akaike info criterion -2.767679 Sum squared resid 1.331146 Schwarz criterion 0.168699 Log likelihood 1879.728 Hannan-Quinn criter. -1.648591 *Note: p-values and any subsequent tests do not account for model selection. [xxvii] Phụ lục 4.3. Kết quả hồi quy mô hình hội tụ Dependent Variable: LNGDP14_00 Method: Least Squares Date: 07/04/16 Time: 15:01 Sample: 1 63 Included observations: 63 Variable Coefficient Std. Error t-Statistic Prob. LNGDP0 -0.186983 0.066080 -2.829667 0.0063 C 2.502412 0.093230 26.84118 0.0000 R-squared 0.116032 Mean dependent var 2.256663 Adjusted R-squared 0.101541 S.D. dependent var 0.283899 S.E. of regression 0.269100 Akaike info criterion 0.243763 Sum squared resid 4.417299 Schwarz criterion 0.311799 Log likelihood -5.678528 Hannan-Quinn criter. 0.270522 F-statistic 8.007014 Durbin-Watson stat 1.322742 Prob(F-statistic) 0.006299 Heteroskedasticity Test: Breusch-Pagan-Godfrey F-statistic 0.208987 Prob. F(1,61) 0.6492 Obs*R-squared 0.215102 Prob. Chi-Square(1) 0.6428 Scaled explained SS 0.404298 Prob. Chi-Square(1) 0.5249 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 07/04/16 Time: 15:09 Sample: 1 63 Included observations: 63 Variable Coefficient Std. Error t-Statistic Prob. C 0.049101 0.049349 0.994970 0.3237 LNGDP0 0.015990 0.034977 0.457151 0.6492 R-squared 0.003414 Mean dependent var 0.070116 Adjusted R-squared -0.012923 S.D. dependent var 0.141529 S.E. of regression 0.142440 Akaike info criterion -1.028557 Sum squared resid 1.237642 Schwarz criterion -0.960521 Log likelihood 34.39956 Hannan-Quinn criter. -1.001799 F-statistic 0.208987 Durbin-Watson stat 1.675967 Prob(F-statistic) 0.649186 [xxviii] Variance Inflation Factors Date: 07/04/16 Time: 15:11 Sample: 1 63 Included observations: 63 Coefficient Uncentered Centered Variable Variance VIF VIF LNGDP0 0.004367 7.561854 1.000000 C 0.008692 7.561854 NA Dependent Variable: LNGDP14_00 Method: Least Squares Date: 07/04/16 Time: 15:12 Sample: 1 63 Included observations: 63 Variable Coefficient Std. Error t-Statistic Prob. LNGDP0 -0.224480 0.077052 -2.913344 0.0050 LNSI -0.064081 0.067571 -0.948348 0.3468 C 2.733520 0.260947 10.47538 0.0000 R-squared 0.129086 Mean dependent var 2.256663 Adjusted R-squared 0.100056 S.D. dependent var 0.283899 S.E. of regression 0.269322 Akaike info criterion 0.260631 Sum squared resid 4.352064 Schwarz criterion 0.362685 Log likelihood -5.209866 Hannan-Quinn criter. 0.300769 F-statistic 4.446584 Durbin-Watson stat 1.336836 Prob(F-statistic) 0.015822 [xxix] Heteroskedasticity Test: Breusch-Pagan-Godfrey F-statistic 0.730922 Prob. F(2,60) 0.4857 Obs*R-squared 1.498428 Prob. Chi-Square(2) 0.4727 Scaled explained SS 2.451231 Prob. Chi-Square(2) 0.2936 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 07/04/16 Time: 15:16 Sample: 1 63 Included observations: 63 Variable Coefficient Std. Error t-Statistic Prob. C 0.168270 0.128701 1.307450 0.1960 LNGDP0 -0.000410 0.038003 -0.010785 0.9914 LNSI -0.034768 0.033327 -1.043238 0.3010 R-squared 0.023785 Mean dependent var 0.069080 Adjusted R-squared -0.008756 S.D. dependent var 0.132254 S.E. of regression 0.132831 Akaike info criterion -1.153024 Sum squared resid 1.058651 Schwarz criterion -1.050970 Log likelihood 39.32026 Hannan-Quinn criter. -1.112886 F-statistic 0.730922 Durbin-Watson stat 1.762600 Prob(F-statistic) 0.485702 Variance Inflation Factors Date: 07/04/16 Time: 15:17 Sample: 1 63 Included observations: 63 Coefficient Uncentered Centered Variable Variance VIF VIF LNGDP0 0.005937 10.26474 1.357437 LNSI 0.004566 33.28555 1.357437 C 0.068093 59.14272 NA [xxx] Dependent Variable: LNGDP14_00 Method: Least Squares Date: 07/04/16 Time: 15:20 Sample: 1 63 Included observations: 63 Variable Coefficient Std. Error t-Statistic Prob. LNGDP0 -0.166204 0.070254 -2.365758 0.0212 DI 0.003826 0.004331 0.883392 0.3806 C 2.391224 0.156733 15.25663 0.0000 R-squared 0.127381 Mean dependent var 2.256663 Adjusted R-squared 0.098294 S.D. dependent var 0.283899 S.E. of regression 0.269586 Akaike info criterion 0.262586 Sum squared resid 4.360584 Schwarz criterion 0.364640 Log likelihood -5.271470 Hannan-Quinn criter. 0.302725 F-statistic 4.379284 Durbin-Watson stat 1.327717 Prob(F-statistic) 0.016778 Heteroskedasticity Test: Breusch-Pagan-Godfrey F-statistic 0.374375 Prob. F(2,60) 0.6893 Obs*R-squared 0.776497 Prob. Chi-Square(2) 0.6782 Scaled explained SS 1.336068 Prob. Chi-Square(2) 0.5127 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 07/04/16 Time: 15:22 Sample: 1 63 Included observations: 63 Variable Coefficient Std. Error t-Statistic Prob. C 0.002191 0.079821 0.027446 0.9782 LNGDP0 0.022987 0.035779 0.642475 0.5230 DI 0.001679 0.002206 0.761293 0.4495 R-squared 0.012325 Mean dependent var 0.069216 Adjusted R-squared -0.020597 S.D. dependent var 0.135902 S.E. of regression 0.137295 Akaike info criterion -1.086923 Sum squared resid 1.130994 Schwarz criterion -0.984869 Log likelihood 37.23808 Hannan-Quinn criter. -1.046785 F-statistic 0.374375 Durbin-Watson stat 1.676512 Prob(F-statistic) 0.689314 [xxxi] Variance Inflation Factors Date: 07/04/16 Time: 15:23 Sample: 1 63 Included observations: 63 Coefficient Uncentered Centered Variable Variance VIF VIF LNGDP0 0.004936 8.516618 1.126261 DI 1.88E-05 8.941407 1.126261 C 0.024565 21.29466 NA Dependent Variable: LNGDP14_00 Method: Least Squares Date: 07/04/16 Time: 15:24 Sample: 1 63 Included observations: 63 Variable Coefficient Std. Error t-Statistic Prob. LNGDP0 -0.275469 0.067059 -4.107842 0.0001 LNFDI 0.038402 0.011730 3.273897 0.0018 C 2.655979 0.098477 26.97068 0.0000 R-squared 0.250010 Mean dependent var 2.256663 Adjusted R-squared 0.225010 S.D. dependent var 0.283899 S.E. of regression 0.249926 Akaike info criterion 0.111148 Sum squared resid 3.747793 Schwarz criterion 0.213202 Log likelihood -0.501149 Hannan-Quinn criter. 0.151286 F-statistic 10.00054 Durbin-Watson stat 1.465155 Prob(F-statistic) 0.000179 [xxxii] Heteroskedasticity Test: Breusch-Pagan-Godfrey F-statistic 0.794944 Prob. F(2,60) 0.4563 Obs*R-squared 1.626288 Prob. Chi-Square(2) 0.4435 Scaled explained SS 2.556490 Prob. Chi-Square(2) 0.2785 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 07/04/16 Time: 15:25 Sample: 1 63 Included observations: 63 Variable Coefficient Std. Error t-Statistic Prob. C 0.051342 0.044137 1.163256 0.2493 LNGDP0 0.009999 0.030056 0.332692 0.7405 LNFDI 0.005147 0.005257 0.978980 0.3315 R-squared 0.025814 Mean dependent var 0.059489 Adjusted R-squared -0.006659 S.D. dependent var 0.111644 S.E. of regression 0.112016 Akaike info criterion -1.493911 Sum squared resid 0.752849 Schwarz criterion -1.391856 Log likelihood 50.05818 Hannan-Quinn criter. -1.453772 F-statistic 0.794944 Durbin-Watson stat 1.828492 Prob(F-statistic) 0.456305 Variance Inflation Factors Date: 07/04/16 Time: 15:26 Sample: 1 63 Included observations: 63 Coefficient Uncentered Centered Variable Variance VIF VIF LNGDP0 0.004497 9.028446 1.193946 LNFDI 0.000138 1.324666 1.193946 C 0.009698 9.780964 NA [xxxiii] Dependent Variable: LNGDP14_00 Method: Least Squares Date: 07/04/16 Time: 15:27 Sample: 1 63 Included observations: 63 Variable Coefficient Std. Error t-Statistic Prob. LNGDP0 -0.205050 0.079604 -2.575858 0.0125 LNSI -0.070310 0.067896 -1.035544 0.3046 DI 0.004249 0.004348 0.977233 0.3324 C 2.632513 0.280763 9.376280 0.0000 R-squared 0.142959 Mean dependent var 2.256663 Adjusted R-squared 0.099380 S.D. dependent var 0.283899 S.E. of regression 0.269423 Akaike info criterion 0.276320 Sum squared resid 4.282743 Schwarz criterion 0.412392 Log likelihood -4.704084 Hannan-Quinn criter. 0.329838 F-statistic 3.280493 Durbin-Watson stat 1.339025 Prob(F-statistic) 0.027022 Heteroskedasticity Test: Breusch-Pagan-Godfrey F-statistic 0.470525 Prob. F(3,59) 0.7040 Obs*R-squared 1.472057 Prob. Chi-Square(3) 0.6887 Scaled explained SS 2.150158 Prob. Chi-Square(3) 0.5418 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 07/04/16 Time: 15:31 Sample: 1 63 Included observations: 63 Variable Coefficient Std. Error t-Statistic Prob. C 0.114066 0.132030 0.863942 0.3911 LNGDP0 0.007516 0.037434 0.200765 0.8416 LNSI -0.028991 0.031929 -0.907995 0.3676 DI 0.001200 0.002045 0.586691 0.5596 R-squared 0.023366 Mean dependent var 0.067980 Adjusted R-squared -0.026293 S.D. dependent var 0.125064 S.E. of regression 0.126698 Akaike info criterion -1.232642 Sum squared resid 0.947083 Schwarz criterion -1.096570 Log likelihood 42.82822 Hannan-Quinn criter. -1.179124 F-statistic 0.470525 Durbin-Watson stat 1.765794 Prob(F-statistic) 0.703972 [xxxiv] Variance Inflation Factors Date: 07/04/16 Time: 15:32 Sample: 1 63 Included observations: 63 Coefficient Uncentered Centered Variable Variance VIF VIF LNGDP0 0.006337 10.94773 1.447758 LNSI 0.004610 33.58149 1.369506 DI 1.89E-05 9.020905 1.136274 C 0.078828 68.41484 NA Dependent Variable: LNGDP14_00 Method: Least Squares Date: 07/04/16 Time: 15:32 Sample: 1 63 Included observations: 63 Variable Coefficient Std. Error t-Statistic Prob. LNGDP0 -0.304253 0.075891 -4.009071 0.0002 LNSI -0.051547 0.063000 -0.818208 0.4165 LNFDI 0.037804 0.011785 3.207834 0.0022 C 2.839490 0.245061 11.58687 0.0000 R-squared 0.258425 Mean dependent var 2.256663 Adjusted R-squared 0.220717 S.D. dependent var 0.283899 S.E. of regression 0.250618 Akaike info criterion 0.131611 Sum squared resid 3.705744 Schwarz criterion 0.267683 Log likelihood -0.145735 Hannan-Quinn criter. 0.185128 F-statistic 6.853452 Durbin-Watson stat 1.482750 Prob(F-statistic) 0.000487 [xxxv] Heteroskedasticity Test: Breusch-Pagan-Godfrey F-statistic 0.613272 Prob. F(3,59) 0.6091 Obs*R-squared 1.905142 Prob. Chi-Square(3) 0.5923 Scaled explained SS 2.610717 Prob. Chi-Square(3) 0.4556 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 07/04/16 Time: 15:34 Sample: 1 63 Included observations: 63 Variable Coefficient Std. Error t-Statistic Prob. C 0.088565 0.103465 0.855986 0.3955 LNGDP0 0.006854 0.032041 0.213908 0.8314 LNSI -0.012197 0.026599 -0.458561 0.6482 LNFDI 0.004269 0.004976 0.857897 0.3944 R-squared 0.030240 Mean dependent var 0.058821 Adjusted R-squared -0.019069 S.D. dependent var 0.104816 S.E. of regression 0.105811 Akaike info criterion -1.592937 Sum squared resid 0.660563 Schwarz criterion -1.456865 Log likelihood 54.17750 Hannan-Quinn criter. -1.539419 F-statistic 0.613272 Durbin-Watson stat 1.867524 Prob(F-statistic) 0.609094 Variance Inflation Factors Date: 07/04/16 Time: 15:35 Sample: 1 63 Included observations: 63 Coefficient Uncentered Centered Variable Variance VIF VIF LNGDP0 0.005759 11.49951 1.520726 LNSI 0.003969 33.41408 1.362679 LNFDI 0.000139 1.329781 1.198557 C 0.060055 60.23735 NA [xxxvi] Dependent Variable: LNGDP14_00 Method: Least Squares Date: 07/04/16 Time: 15:36 Sample: 1 63 Included observations: 63 Variable Coefficient Std. Error t-Statistic Prob. LNGDP0 -0.267241 0.073178 -3.651936 0.0006 LNFDI 0.037685 0.012071 3.121986 0.0028 DI 0.001211 0.004132 0.292991 0.7706 C 2.617929 0.163441 16.01759 0.0000 R-squared 0.251100 Mean dependent var 2.256663 Adjusted R-squared 0.213020 S.D. dependent var 0.283899 S.E. of regression 0.251852 Akaike info criterion 0.141440 Sum squared resid 3.742348 Schwarz criterion 0.277512 Log likelihood -0.455350 Hannan-Quinn criter. 0.194957 F-statistic 6.594062 Durbin-Watson stat 1.468495 Prob(F-statistic) 0.000643 Heteroskedasticity Test: Breusch-Pagan-Godfrey F-statistic 0.612639 Prob. F(3,59) 0.6095 Obs*R-squared 1.903234 Prob. Chi-Square(3) 0.5927 Scaled explained SS 2.849658 Prob. Chi-Square(3) 0.4154 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 07/04/16 Time: 15:38 Sample: 1 63 Included observations: 63 Variable Coefficient Std. Error t-Statistic Prob. C 0.019330 0.072486 0.266678 0.7906 LNGDP0 0.016756 0.032455 0.516303 0.6076 LNFDI 0.004422 0.005353 0.826108 0.4121 DI 0.001019 0.001833 0.556111 0.5802 R-squared 0.030210 Mean dependent var 0.059402 Adjusted R-squared -0.019101 S.D. dependent var 0.110645 S.E. of regression 0.111697 Akaike info criterion -1.484671 Sum squared resid 0.736094 Schwarz criterion -1.348599 Log likelihood 50.76715 Hannan-Quinn criter. -1.431154 F-statistic 0.612639 Durbin-Watson stat 1.817341 Prob(F-statistic) 0.609496 [xxxvii] Variance Inflation Factors Date: 07/04/16 Time: 15:38 Sample: 1 63 Included observations: 63 Coefficient Uncentered Centered Variable Variance VIF VIF LNGDP0 0.005355 10.58740 1.400106 LNFDI 0.000146 1.381450 1.245127 DI 1.71E-05 9.324699 1.174540 C 0.026713 26.53198 NA Dependent Variable: LNGDP14_00 Method: Least Squares Date: 07/04/16 Time: 15:49 Sample: 1 63 Included observations: 63 Variable Coefficient Std. Error t-Statistic Prob. LNGDP0 -0.570942 0.120376 -4.742980 0.0000 LNSI 0.104453 0.089122 1.172024 0.2462 DI 0.000308 0.003943 0.078151 0.9380 LNFDI 0.019795 0.013840 1.430203 0.1583 LNSE -0.329293 0.140650 -2.341221 0.0229 LNOPEN 0.052310 0.044370 1.178952 0.2435 LB -0.000653 0.010527 -0.062049 0.9507 C 3.397790 0.816331 4.162272 0.0001 R-squared 0.385137 Mean dependent var 2.256663 Adjusted R-squared 0.306882 S.D. dependent var 0.283899 S.E. of regression 0.236357 Akaike info criterion 0.071218 Sum squared resid 3.072548 Schwarz criterion 0.343362 Log likelihood 5.756643 Hannan-Quinn criter. 0.178253 F-statistic 4.921543 Durbin-Watson stat 1.426372 Prob(F-statistic) 0.000229 [xxxviii] Heteroskedasticity Test: Breusch-Pagan-Godfrey F-statistic 0.810106 Prob. F(7,55) 0.5827 Obs*R-squared 5.888452 Prob. Chi-Square(7) 0.5528 Scaled explained SS 6.974285 Prob. Chi-Square(7) 0.4316 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 07/04/16 Time: 16:04 Sample: 1 63 Included observations: 63 Variable Coefficient Std. Error t-Statistic Prob. C -0.094327 0.302607 -0.311713 0.7564 LNGDP0 0.058477 0.044623 1.310472 0.1955 LNSI -0.025294 0.033037 -0.765644 0.4472 DI 0.000158 0.001462 0.107863 0.9145 LNFDI 0.001316 0.005131 0.256518 0.7985 LNSE 0.024405 0.052138 0.468079 0.6416 LNOPEN -0.002154 0.016448 -0.130942 0.8963 LB 0.001537 0.003902 0.393862 0.6952 R-squared 0.093467 Mean dependent var 0.048771 Adjusted R-squared -0.021909 S.D. dependent var 0.086671 S.E. of regression 0.087615 Akaike info criterion -1.913551 Sum squared resid 0.422206 Schwarz criterion -1.641407 Log likelihood 68.27687 Hannan-Quinn criter. -1.806516 F-statistic 0.810106 Durbin-Watson stat 1.734232 Prob(F-statistic) 0.582694 Variance Inflation Factors Date: 07/04/16 Time: 16:06 Sample: 1 63 Included observations: 63 Coefficient Uncentered Centered Variable Variance VIF VIF LNGDP0 0.014490 32.52868 4.301680 LNSI 0.007943 75.18147 3.066019 DI 1.55E-05 9.640699 1.214343 LNFDI 0.000192 2.062133 1.858639 LNSE 0.019783 148.1582 8.280870 LNOPEN 0.001969 30.52635 2.797647 LB 0.000111 360.2235 1.561711 C 0.666396 751.5137 NA

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