Method
|
\(\rho \)
|
\(\beta _0\)
|
\(\beta _1\)
|
\(\beta _2\)
|
\(\sigma \)
|
\(D(\beta _1)\)
|
\(M(\beta _1)\)
|
\(T(\beta _1)\)
|
---|
Scenario E
|
NCM
|
3.42
|
7.01
|
1.47
|
2.36
|
3.44
|
1.52
|
6.68
|
3.52
|
(\(-\) 0.17)
|
(\(-\) 0.20)
|
(0.03)
|
(\(-\) 0.07)
|
(\(-\) 0.70)
|
(0.02)
|
(\(-\) 0.08)
|
(\(-\) 0.02)
|
DME
|
26.50
|
24.73
|
3.36
|
5.17
|
25.81
|
3.46
|
40.36
|
19.73
|
(\(-\) 25.62)
|
(\(-\) 20.79)
|
(1.87)
|
(2.65)
|
(24.89)
|
(\(-\) 2.09)
|
(\(-\) 39.42)
|
(\(-\) 19.14)
|
PDM
|
85.04
|
34.12
|
4.10
|
7.02
|
41.29
|
2.95
|
37.40
|
17.85
|
(\(-\) 85.02)
|
(\(-\) 31.62)
|
(3.18)
|
(5.72)
|
(40.67)
|
(\(-\) 0.21)
|
(\(-\) 26.80)
|
(\(-\) 12.35)
|
SPDM
|
29.77
|
26.93
|
3.17
|
4.97
|
25.99
|
2.68
|
47.67
|
22.28
|
(\(-\) 29.01)
|
(\(-\) 23.84)
|
(1.94)
|
(2.86)
|
(25.02)
|
(\(-\) 0.65)
|
(\(-\) 47.01)
|
(\(-\) 21.83)
|
CIP
|
33.62
|
24.32
|
2.96
|
5.52
|
40.96
|
2.91
|
48.02
|
23.23
|
(\(-\) 33.00)
|
(\(-\) 21.96)
|
(2.34)
|
(4.48)
|
(40.44)
|
(\(-\) 2.26)
|
(\(-\) 47.43)
|
(\(-\) 22.90)
|
Scenario F
|
NCM
|
2.66
|
5.59
|
1.10
|
1.65
|
2.14
|
1.15
|
5.18
|
2.74
|
(\(-\) 0.17)
|
(0.18)
|
(\(-\) 0.03)
|
(0.14)
|
(0.12)
|
(\(-\) 0.04)
|
(\(-\) 0.23)
|
(\(-\) 0.13)
|
DME
|
26.43
|
24.93
|
2.27
|
3.90
|
24.32
|
3.20
|
40.64
|
20.07
|
(\(-\) 25.93)
|
(\(-\) 23.09)
|
(1.17)
|
(2.37)
|
(23.91)
|
(\(-\) 2.59)
|
(\(-\) 40.15)
|
(\(-\) 19.79)
|
PDM
|
88.26
|
43.37
|
3.51
|
5.57
|
39.51
|
2.49
|
55.11
|
26.31
|
(\(-\) 88.25)
|
(\(-\) 42.31)
|
(3.10)
|
(4.85)
|
(39.22)
|
(\(-\) 1.85)
|
(\(-\) 54.37)
|
(\(-\) 25.90)
|
SPDM
|
31.69
|
30.18
|
2.24
|
3.73
|
23.90
|
2.07
|
50.01
|
23.64
|
(\(-\) 31.37)
|
(\(-\) 28.95)
|
(1.53)
|
(2.75)
|
(23.52)
|
(\(-\) 1.28)
|
(\(-\) 49.78)
|
(\(-\) 23.49)
|
CIP
|
33.96
|
26.72
|
2.81
|
5.00
|
36.06
|
2.38
|
48.42
|
23.29
|
(\(-\) 33.67)
|
(\(-\) 25.60)
|
(2.49)
|
(4.55)
|
(35.86)
|
(\(-\) 2.00)
|
(\(-\) 48.15)
|
(\(-\) 23.14)
|
Scenario G
|
NCM
|
4.67
|
10.23
|
2.14
|
3.72
|
4.36
|
2.18
|
9.09
|
4.82
|
(\(-\) 0.10)
|
(0.27)
|
(0.01)
|
(\(-\) 0.02)
|
(\(-\) 0.86)
|
(0.03)
|
(0.22)
|
(0.12)
|
DME
|
21.86
|
24.29
|
3.66
|
5.96
|
24.63
|
4.08
|
35.26
|
17.55
|
(\(-\) 20.49)
|
(\(-\) 17.05)
|
(0.84)
|
(0.33)
|
(23.43)
|
(\(-\) 2.12)
|
(\(-\) 33.81)
|
(\(-\) 16.64)
|
PDM
|
80.09
|
33.36
|
3.67
|
5.86
|
37.55
|
3.72
|
46.57
|
22.36
|
(\(-\) 80.05)
|
(\(-\) 27.57)
|
(1.55)
|
(0.81)
|
(36.58)
|
(\(-\) 1.32)
|
(\(-\) 44.73)
|
(\(-\) 21.21)
|
SPDM
|
27.07
|
29.30
|
3.56
|
5.75
|
24.73
|
3.50
|
45.52
|
21.30
|
(\(-\) 26.00)
|
(\(-\) 23.52)
|
(1.15)
|
(0.85)
|
(23.40)
|
(\(-\) 0.34)
|
(\(-\) 44.62)
|
(\(-\) 20.63)
|
CIP
|
31.00
|
25.80
|
2.95
|
4.30
|
41.10
|
3.57
|
45.71
|
22.40
|
(\(-\) 30.14)
|
(\(-\) 21.94)
|
(1.43)
|
(1.28)
|
(40.46)
|
(\(-\) 2.40)
|
(\(-\) 44.85)
|
(\(-\) 21.86)
|
Scenario H
|
NCM
|
5.04
|
10.24
|
2.11
|
3.85
|
4.58
|
2.19
|
9.70
|
5.14
|
(\(-\) 0.48)
|
(\(-\) 1.40)
|
(0.05)
|
(\(-\) 0.19)
|
(\(-\) 1.01)
|
(0.01)
|
(\(-\) 0.42)
|
(\(-\) 0.19)
|
DME
|
24.43
|
27.55
|
3.63
|
6.04
|
24.82
|
4.26
|
38.00
|
19.01
|
(\(-\) 22.95)
|
(\(-\) 21.33)
|
(0.90)
|
(0.13)
|
(23.33)
|
(\(-\) 2.63)
|
(\(-\) 36.53)
|
(\(-\) 18.17)
|
PDM
|
89.09
|
50.58
|
4.86
|
5.73
|
43.11
|
4.09
|
54.25
|
26.19
|
(\(-\) 89.06)
|
(\(-\) 46.77)
|
(3.27)
|
(\(-\) 1.09)
|
(42.11)
|
(\(-\) 1.71)
|
(\(-\) 48.39)
|
(\(-\) 23.10)
|
SPDM
|
31.01
|
33.33
|
3.50
|
5.69
|
25.33
|
3.56
|
49.13
|
23.46
|
(\(-\) 29.85)
|
(\(-\) 28.52)
|
(1.26)
|
(0.54)
|
(23.89)
|
(\(-\) 1.41)
|
(\(-\) 48.23)
|
(\(-\) 22.86)
|
CIP
|
32.87
|
27.86
|
3.04
|
4.67
|
44.74
|
3.34
|
47.38
|
23.09
|
(\(-\) 31.94)
|
(\(-\) 24.23)
|
(1.86)
|
(1.34)
|
(44.01)
|
(\(-\) 2.34)
|
(\(-\) 46.54)
|
(\(-\) 22.59)
|
- Direct (D), indirect (M) and total (T) impact estimates refer to the second regressor (whose coefficient is \(\beta _1\)). All values are multiplied by 100