1. Parameter estimates are from the two-step estimation. One-step standard errors are given in parentheses. *** / ** / * denotes significance at the 1% / 5% / 10% level. Wald1 is the Wald test for joint significance of all regressors, Wald2 for all time dummies. m1 and m2 are tests for first-and second-order serial correlation based on residuals from the first-differenced equation;Notes: P?IK t is the dependent variable. Constants and time dummies are included in the regression, but not reported
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