Variable | Without asymmetry | With asymmetry | ||||||
---|---|---|---|---|---|---|---|---|
MG | PMG | Difference | S.E | MG | PMG | Difference | S.E | |
REM | − 0.169 | 0.2693 | − 0.438 | 0.414 |  |  |  |  |
FD | 10.27 | 2.400 | 7.872 | 6.095 | Â | Â | Â | Â |
\({\text{REM}}_{t - 1}^{ + }\) |  |  |  |  | − 0.077 | 0.312 | − 0.389 | 0.415 |
\({\text{REM}}_{t - 1}^{ - }\) |  |  |  |  | − 0.111 | 0.230 | − 0.3418 | 0.347 |
\({\text{FD}}_{t - 1}^{ + }\) | Â | Â | Â | Â | 9.456 | 1.838 | 7.617 | 6.291 |
\({\text{FD}}_{t - 1}^{ - }\) | Â | Â | Â | Â | 11.53 | 3.956 | 7.575 | 6.808 |
Hausman Test | 0.36 | 0.82 | Â | Â | Â | Â | Â | Â |