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3. Dữ liệu và Phương Pháp thực nghiệm
3.1. Dữ liệu
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định nghiệm đơn vị dữ liệu bảng Hadri. Các kiểm định LLC và IPS ngược lại với tính thay thế
của một hằng số, trong khi kiểm định Hadri kiểm tra ngược lại một hằng số theo giả thuyết
Ho. Tất cả kiểm định được tính bằng cách sử dụng Stata. ***chỉ sự bác bỏ ở mức ý nghĩa 1%.
3.2. Phương pháp thực nghiệm
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Ghi chú: Bảng này cho thấy hệ số
ước lượng của phương trình (8) sử
dụng phương pháp ước lượng
PMG. NFA là vị thế tài sản ròng
nước ngoài/GDP, NFE là vị thế
vốn chủ sở hữu nước ngoài/GDP,
NFD là vị thế nợ ròng nước
ngoài/GDP. Tất cả hồi quy được
ước lượng bằng lệnh xtpmg
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