Annexes
Mahamat Ali MALLAH 117
La dette extérieure et la croissance économique :
cas des pays de la CEMAC
2011-2012
Mahamat Ali MALLAH 118
Annexe 1:
Modèle sans effets
Dependent Variable: LCROIS? Method: Pooled Least Squares Date:
06/10/12 Time: 12:32 Sample: 1970 2009
|
Included observations: 40 Cross-sections included: 6
Total pool (unbalanced) observations: 223
|
Prob.
|
t-Statistic Std. Error
|
Coefficient Variable
|
0.0000
|
12.13648 0.021499
|
0.260925 LPIBT?
|
0.0024
|
-3.068630 0.115307
|
-0.353836 LXCROISDEMO?
|
0.0000
|
6.493509 0.090590
|
0.588247 TXINV?
|
0.0075
|
2.698457 2.543363
|
6.863155 LOUVC?
|
0.9653
|
0.043572 0.004546
|
0.000198 INFL?
|
6.652661
|
Mean dependent var
|
0.446721 R-squared
|
1.160215
|
S.D. dependent var
|
0.436569 Adjusted R-squared
|
2.583544
|
Akaike info criterion
|
0.870881 S.E. of regression
|
2.659938
|
Schwarz criterion
|
165.3387 Sum squared resid
|
2.614384
|
Hannan-Quinn criter.
|
-283.0652 Log likelihood
|
0.134535 Durbin-Watson stat
Modèle à effets fixes
Dependent Variable: LCROIS? Method: Pooled Least Squares Date:
06/10/12 Time: 12:33 Sample: 1970 2009
|
Included observations: 40 Cross-sections included: 6 Total pool
(unbalanced) observations: 223
|
|
Prob.
|
t-Statistic
|
Std. Error
|
Coefficient
|
Variable
|
0.0000
|
-10.37749
|
1.616994
|
-16.78034
|
C
|
0.0000
|
14.51591
|
0.059290
|
0.860654
|
LPIBT?
|
0.0030
|
-3.004470
|
0.121011
|
-0.363574
|
LXCROISDEMO?
|
0.0203
|
2.341396
|
0.094676
|
0.221674
|
TXINV?
|
0.0000
|
9.451368
|
3.016119
|
28.50645
|
LOUVC?
|
0.4947
|
0.684223
|
0.005482
|
0.003751
|
INFL?
|
|
|
|
|
Fixed Effects (Period)
|
|
|
|
0.082125
|
1970--C
|
|
|
|
0.073565
|
1971--C
|
|
|
|
0.116093
|
1972--C
|
|
|
|
0.122713
|
1973--C
|
|
|
|
-0.044266
|
1974--C
|
|
|
|
0.090130
|
1975--C
|
|
|
|
0.106530
|
1976--C
|
|
|
|
0.016236
|
1977--C
|
|
|
|
0.076633
|
1978--C
|
|
|
|
0.098275
|
1979--C
|
|
|
|
-0.002238
|
1980--C
|
|
|
|
0.048041
|
1981--C
|
2011-2012
Mahamat Ali MALLAH 119
La dette extérieure et la croissance économique :
cas des pays de la CEMAC
|
0.216027
|
1982--C
|
0.092110
|
1983--C
|
0.082775
|
1984--C
|
0.021130
|
1985--C
|
0.524043
|
1986--C
|
0.444511
|
1987--C
|
0.471692
|
1988--C
|
0.429004
|
1989--C
|
0.402984
|
1990--C
|
0.380102
|
1991--C
|
0.718729
|
1992--C
|
0.601479
|
1993--C
|
-0.316594
|
1994--C
|
-0.247678
|
1995--C
|
-0.368393
|
1996--C
|
-0.308282
|
1997--C
|
-0.377787
|
1998--C
|
-0.140572
|
1999--C
|
-0.341902
|
2000--C
|
-0.306634
|
2001--C
|
-0.339181
|
2002--C
|
-0.310051
|
2003--C
|
-0.250591
|
2004--C
|
-0.295939
|
2005--C
|
-0.333952
|
2006--C
|
-0.312888
|
2007--C
|
-0.396139
|
2008--C
|
-0.345955
|
2009--C
|
Effects Specification
|
Period fixed (dummy variables)
|
|
6.652661
|
Mean dependent var
|
0.685881 R-squared
|
1.160215
|
S.D. dependent var
|
0.608234 Adjusted R-squared
|
2.376198
|
Akaike info criterion
|
0.726193 S.E. of regression
|
3.063744
|
Schwarz criterion
|
93.86945 Sum squared resid
|
2.653755
|
Hannan-Quinn criter.
|
-219.9460 Log likelihood
|
0.223763
|
Durbin-Watson stat
|
8.833277 F-statistic
|
|
|
0.000000 Prob(F-statistic)
|
Modèle à effets aléatoire
Dependent Variable: LCROIS?
Method: Pooled EGLS (Period random effects) Date: 06/10/12 Time:
12:33 Sample: 1970 2009
Included observations: 40 Cross-sections included: 6
Total pool (unbalanced) observations: 223
Swamy and Arora estimator of component variances
Prob.
|
t-Statistic
|
Std. Error
|
Coefficient
|
Variable
|
0.0000
|
-10.27113
|
1.489116
|
-15.29491
|
C
|
0.0000
|
14.50176
|
0.054280
|
0.787161
|
LPIBT?
|
0.3430
|
-0.950393
|
0.099411
|
-0.094479
|
LXCROISDEMO?
|
0.0554
|
1.926364
|
0.086016
|
0.165697
|
TXINV?
|
0.0000
|
9.181505
|
2.810411
|
25.80380
|
LOUVC?
|

2011-2012
La dette extérieure et la croissance économique :
cas des pays de la CEMAC
Mean dependent var 0.632891 R-squared
S.D. dependent var 0.624433 Adjusted R-squared
Sum squared resid 0.711021 S.E. of regression
Durbin-Watson stat 74.82112 F-statistic
6.652661
1.160215
109.7046
0.182328
Mean dependent var 0.632891 R-squared
Durbin-Watson stat 109.7046 Sum squared resid
6.652661
0.182328
0.9811
|
-0.023728
|
0.003791
|
-8.99E-05 INFL?
|
|
|
|
Random Effects (Period)
|
|
|
|
0.000000 1970--C
|
|
|
|
0.000000 1971--C
|
|
|
|
0.000000 1972--C
|
|
|
|
0.000000 1973--C
|
|
|
|
0.000000 1974--C
|
|
|
|
0.000000 1975--C
|
|
|
|
0.000000 1976--C
|
|
|
|
0.000000 1977--C
|
|
|
|
0.000000 1978--C
|
|
|
|
0.000000 1979--C
|
|
|
|
0.000000 1980--C
|
|
|
|
0.000000 1981--C
|
|
|
|
0.000000 1982--C
|
|
|
|
0.000000 1983--C
|
|
|
|
0.000000 1984--C
|
|
|
|
0.000000 1985--C
|
|
|
|
0.000000 1986--C
|
|
|
|
0.000000 1987--C
|
|
|
|
0.000000 1988--C
|
|
|
|
0.000000 1989--C
|
|
|
|
0.000000 1990--C
|
|
|
|
0.000000 1991--C
|
|
|
|
0.000000 1992--C
|
|
|
|
0.000000 1993--C
|
|
|
|
0.000000 1994--C
|
|
|
|
0.000000 1995--C
|
|
|
|
0.000000 1996--C
|
|
|
|
0.000000 1997--C
|
|
|
|
0.000000 1998--C
|
|
|
|
0.000000 1999--C
|
|
|
|
0.000000 2000--C
|
|
|
|
0.000000 2001--C
|
|
|
|
0.000000 2002--C
|
|
|
|
0.000000 2003--C
|
|
|
|
0.000000 2004--C
|
|
|
|
0.000000 2005--C
|
|
|
|
0.000000 2006--C
|
|
|
|
0.000000 2007--C
|
|
|
|
0.000000 2008--C
|
|
|
|
0.000000 2009--C
|
Effects Specification
Rho S.D.
0.0000 0.000000 Period random
1.0000 0.726193 Idiosyncratic random
Weighted Statistics
0.000000 Prob(F-statistic)
Unweighted Statistics
Mahamat Ali MALLAH 111
La dette extérieure et la croissance économique :
cas des pays de la CEMAC
2011-2012
Mahamat Ali MALLAH 111
Annexe 2:
Modèle sans effets
Dependent Variable: LCROIS? Method: Pooled Least Squares Date:
06/09/12 Time: 23:08 Sample: 1970 2009
|
Included observations: 40 Cross-sections included: 6
Total pool (unbalanced) observations: 217
|
Prob.
|
t-Statistic Std. Error
|
Coefficient Variable
|
0.0000
|
23.47736 0.024387
|
0.572536 LPIBT?
|
0.6577
|
0.443786 0.091969
|
0.040815 LXCROISDEMO?
|
0.0000
|
6.047271 0.072603
|
0.439047 TXINV?
|
0.0000
|
7.563162 2.099000
|
15.87507 LOUVC?
|
0.0000
|
-15.68124 0.129957
|
-2.037881 LSERVDETEXTOT?
|
0.1930
|
-1.306005 0.003108
|
-0.004059 INFL?
|
6.659394
|
Mean dependent var
|
0.756138 R-squared
|
1.175388
|
S.D. dependent var
|
0.750359 Adjusted R-squared
|
1.800603
|
Akaike info criterion
|
0.587272 S.E. of regression
|
1.894056
|
Schwarz criterion
|
72.77142 Sum squared resid
|
1.838354
|
Hannan-Quinn criter.
|
-189.3654 Log likelihood
|
0.204868 Durbin-Watson stat
Modèle à effets fixes
Dependent Variable: LCROIS? Method: Pooled Least Squares Date:
06/09/12 Time: 23:09 Sample: 1970 2009
|
Included observations: 40 Cross-sections included: 6 Total pool
(unbalanced) observations: 217
|
|
Prob.
|
t-Statistic
|
Std. Error
|
Coefficient
|
Variable
|
0.0000
|
5.113264
|
2.556799
|
13.07359
|
C
|
0.0000
|
6.398729
|
0.058088
|
0.371689
|
LPIBT?
|
0.0472
|
-1.998831
|
0.096916
|
-0.193719
|
LXCROISDEMO?
|
0.0000
|
8.984251
|
0.083062
|
0.746253
|
TXINV?
|
0.0011
|
3.317305
|
2.670195
|
8.857852
|
LOUVC?
|
0.0000
|
-13.00275
|
0.275200
|
-3.578350
|
LSERVDETEXTOT?
|
0.1208
|
-1.559287
|
0.003982
|
-0.006210
|
INFL?
|
|
|
|
|
Fixed Effects (Period)
|
|
|
|
0.141872
|
1970--C
|
|
|
|
0.137034
|
1971--C
|
|
|
|
0.168721
|
1972--C
|
|
|
|
0.179161
|
1973--C
|
|
|
|
0.039590
|
1974--C
|
|
|
|
0.249325
|
1975--C
|
|
|
|
0.302595
|
1976--C
|
|
|
|
0.232885
|
1977--C
|
|
|
|
0.219916
|
1978--C
|
|
|
|
0.322383
|
1979--C
|
2011-2012
Mahamat Ali MALLAH 112
La dette extérieure et la croissance économique :
cas des pays de la CEMAC
|
0.172246
|
1980--C
|
0.199937
|
1981--C
|
0.133051
|
1982--C
|
0.082583
|
1983--C
|
0.083321
|
1984--C
|
0.279066
|
1985--C
|
0.458012
|
1986--C
|
0.497949
|
1987--C
|
0.498017
|
1988--C
|
0.408817
|
1989--C
|
0.565465
|
1990--C
|
0.270667
|
1991--C
|
0.577314
|
1992--C
|
0.551008
|
1993--C
|
0.179547
|
1994--C
|
-0.188763
|
1995--C
|
-0.321903
|
1996--C
|
-0.257292
|
1997--C
|
-0.128023
|
1998--C
|
-0.185941
|
1999--C
|
-0.533460
|
2000--C
|
-0.501014
|
2001--C
|
-0.410083
|
2002--C
|
-0.368389
|
2003--C
|
-0.503826
|
2004--C
|
-0.638998
|
2005--C
|
-0.684142
|
2006--C
|
-0.635795
|
2007--C
|
-0.550421
|
2008--C
|
-0.436894
|
2009--C
|
Effects Specification
|
Period fixed (dummy variables)
|
|
6.659394
|
Mean dependent var
|
0.850120 R-squared
|
1.175388
|
S.D. dependent var
|
0.810678 Adjusted R-squared
|
1.682495
|
Akaike info criterion
|
0.511424 S.E. of regression
|
2.398971
|
Schwarz criterion
|
44.72589 Sum squared resid
|
1.971922
|
Hannan-Quinn criter.
|
-136.5508 Log likelihood
|
0.468375
|
Durbin-Watson stat
|
21.55368 F-statistic
|
|
|
0.000000 Prob(F-statistic)
|
Modèle à effets aléatoire
Dependent Variable: LCROIS?
Method: Pooled EGLS (Period random effects) Date: 06/09/12 Time:
23:09 Sample: 1970 2009
Included observations: 40 Cross-sections included: 6
Total pool (unbalanced) observations: 217
Swamy and Arora estimator of component variances
Prob.
|
t-Statistic
|
Std. Error
|
Coefficient
|
Variable
|
0.0000
|
4.583154
|
2.455345
|
11.25322
|
C
|
0.0000
|
5.960318
|
0.056117
|
0.334474
|
LPIBT?
|
0.2092
|
1.259569
|
0.081207
|
0.102285
|
LXCROISDEMO?
|
La dette extérieure et la croissance économique :
cas des pays de la CEMAC
2011-2012
Mahamat Ali MALLAH 113
0.0000
|
8.316131
|
0.077395
|
0.643626 TXINV?
|
0.0033
|
2.976910
|
2.564180
|
7.633334 LOUVC?
|
0.0000
|
-12.01827
|
0.257969
|
-3.100344 LSERVDETEXTOT?
|
0.0230
|
-2.289863
|
0.002750
|
-0.006298 INFL?
|
|
|
|
Random Effects (Period)
|
|
|
|
0.000000 1970--C
|
|
|
|
0.000000 1971--C
|
|
|
|
0.000000 1972--C
|
|
|
|
0.000000 1973--C
|
|
|
|
0.000000 1974--C
|
|
|
|
0.000000 1975--C
|
|
|
|
0.000000 1976--C
|
|
|
|
0.000000 1977--C
|
|
|
|
0.000000 1978--C
|
|
|
|
0.000000 1979--C
|
|
|
|
0.000000 1980--C
|
|
|
|
0.000000 1981--C
|
|
|
|
0.000000 1982--C
|
|
|
|
0.000000 1983--C
|
|
|
|
0.000000 1984--C
|
|
|
|
0.000000 1985--C
|
|
|
|
0.000000 1986--C
|
|
|
|
0.000000 1987--C
|
|
|
|
0.000000 1988--C
|
|
|
|
0.000000 1989--C
|
|
|
|
0.000000 1990--C
|
|
|
|
0.000000 1991--C
|
|
|
|
0.000000 1992--C
|
|
|
|
0.000000 1993--C
|
|
|
|
0.000000 1994--C
|
|
|
|
0.000000 1995--C
|
|
|
|
0.000000 1996--C
|
|
|
|
0.000000 1997--C
|
|
|
|
0.000000 1998--C
|
|
|
|
0.000000 1999--C
|
|
|
|
0.000000 2000--C
|
|
|
|
0.000000 2001--C
|
|
|
|
0.000000 2002--C
|
|
|
|
0.000000 2003--C
|
|
|
|
0.000000 2004--C
|
|
|
|
0.000000 2005--C
|
|
|
|
0.000000 2006--C
|
|
|
|
0.000000 2007--C
|
|
|
|
0.000000 2008--C
|
|
|
|
0.000000 2009--C
|
Effects Specification
Rho S.D.
0.0000 0.000000 Period random
1.0000 0.511424 Idiosyncratic random
Weighted Statistics
6.659394 Mean dependent var 0.774549 R-squared
1.175388 S.D. dependent var 0.768107 Adjusted R-squared
67.27738 Sum squared resid 0.566011 S.E. of regression
0.284675 Durbin-Watson stat 120.2442 F-statistic
0.000000 Prob(F-statistic)
Unweighted Statistics
2011-2012
La dette extérieure et la croissance économique :
cas des pays de la CEMAC
Mahamat Ali MALLAH 114
6.659394
0.284675
|
Mean dependent var 0.774549 R-squared
Durbin-Watson stat 67.27738 Sum squared resid
|
Annexe 3:
Modèle sans effets
Dependent Variable: LCROIS? Method: Pooled Least Squares Date:
05/31/12 Time: 00:36 Sample (adjusted): 1977 2009
Included observations: 33 after adjustments Cross-sections
included: 5
Total pool (unbalanced) observations: 133
Cross sections without valid observations dropped
Prob.
|
t-Statistic Std. Error
|
Coefficient Variable
|
0.0004
|
3.617147 0.032701
|
0.118284 LPIBT?
|
0.0630
|
-1.875855 0.145279
|
-0.272523 TXCROISDEMO?
|
0.0000
|
5.360898 0.174194
|
0.933837 LTXINV?
|
0.0079
|
2.700861 0.178648
|
0.482504 LOUVC?
|
0.1450
|
1.466514 0.007000
|
0.010265 SEVDET?
|
0.9962
|
-0.004715 0.005358
|
-2.53E-05 INFL?
|
6.788532
|
Mean dependent var
|
0.548561 R-squared
|
1.100732
|
S.D. dependent var
|
0.530788 Adjusted R-squared
|
2.317191
|
Akaike info criterion
|
0.753991 S.E. of regression
|
2.447583
|
Schwarz criterion
|
72.19982 Sum squared resid
|
2.370177
|
Hannan-Quinn criter.
|
-148.0932 Log likelihood
|
0.104657 Durbin-Watson stat
Modèle à effets fixe
Dependent Variable: LCROIS? Method: Pooled Least Squares Date:
05/31/12 Time: 00:36 Sample (adjusted): 1977 2009
Included observations: 33 after adjustments Cross-sections
included: 5
Total pool (unbalanced) observations: 133
Cross sections without valid observations dropped
Prob.
|
t-Statistic
|
Std. Error
|
Coefficient
|
Variable
|
0.0000
|
-5.451871
|
2.947061
|
-16.06699
|
C
|
0.0000
|
6.334402
|
0.128906
|
0.816544
|
LPIBT?
|
0.0028
|
-3.070250
|
0.198503
|
-0.609455
|
TXCROISDEMO?
|
0.2983
|
1.045778
|
0.243934
|
0.255101
|
LTXINV?
|
0.0000
|
5.744841
|
0.248998
|
1.430455
|
LOUVC?
|
0.1755
|
-1.365115
|
0.008383
|
-0.011443
|
SEVDET?
|
0.7204
|
-0.358995
|
0.008659
|
-0.003109
|
INFL?
|
|
|
|
|
Fixed Effects (Period)
|
|
|
|
-0.152638
|
1977--C
|
|
|
|
0.148146
|
1978--C
|
|
|
|
0.426673
|
1979--C
|
2011-2012
Mahamat Ali MALLAH 115
La dette extérieure et la croissance économique :
cas des pays de la CEMAC
|
0.331229
|
1980--C
|
0.298889
|
1981--C
|
0.504224
|
1982--C
|
0.322528
|
1983--C
|
0.331222
|
1984--C
|
0.268026
|
1985--C
|
0.398421
|
1986--C
|
0.526118
|
1987--C
|
0.670465
|
1988--C
|
0.520137
|
1989--C
|
0.537185
|
1990--C
|
0.582266
|
1991--C
|
0.537305
|
1992--C
|
0.419000
|
1993--C
|
0.160329
|
1994--C
|
-0.178765
|
1995--C
|
-0.273947
|
1996--C
|
-0.468534
|
1997--C
|
-0.647064
|
1998--C
|
-0.478348
|
1999--C
|
-0.504593
|
2000--C
|
-0.630419
|
2001--C
|
-0.550456
|
2002--C
|
-0.755259
|
2003--C
|
-0.771933
|
2004--C
|
-0.873815
|
2005--C
|
-1.043861
|
2006--C
|
-1.038502
|
2007--C
|
-0.984387
|
2008--C
|
-1.148740
|
2009--C
|
Effects Specification
|
Period fixed (dummy variables)
|
|
6.788532
|
Mean dependent var
|
0.697101 R-squared
|
1.100732
|
S.D. dependent var
|
0.574652 Adjusted R-squared
|
2.414392
|
Akaike info criterion
|
0.717883 S.E. of regression
|
3.261938
|
Schwarz criterion
|
48.44348 Sum squared resid
|
2.758802
|
Hannan-Quinn criter.
|
-121.5571 Log likelihood
|
0.104480
|
Durbin-Watson stat
|
5.693008 F-statistic
|
|
|
0.000000 Prob(F-statistic)
|
Modèle à effets aléatoire
Dependent Variable: LCROIS? Method: Pooled EGLS (Period random
effects) Date: 05/31/12 Time: 00:37 Sample (adjusted): 1977 2009 Included
observations: 33 after adjustments Cross-sections included: 5
Total pool (unbalanced) observations: 133 Swamy and Arora
estimator of component variances Cross sections without valid observations
dropped
Prob.
|
t-Statistic
|
Std. Error
|
Coefficient
|
Variable
|
0.0001
|
-3.978108
|
2.294412
|
-9.127417
|
C
|
0.0000
|
4.991783
|
0.096417
|
0.481292
|
LPIBT?
|
La dette extérieure et la croissance économique :
cas des pays de la CEMAC
2011-2012
Mahamat Ali MALLAH 116
0.8066
|
-0.245341
|
0.150468
|
-0.036916 TXCROISDEMO?
|
0.0543
|
1.942386
|
0.211609
|
0.411027 LTXINV?
|
0.0000
|
4.654010
|
0.212378
|
0.988409 LOUVC?
|
0.2682
|
1.112094
|
0.006702
|
0.007453 SEVDET?
|
0.9212
|
-0.099070
|
0.005103
|
-0.000506 INFL?
|
|
|
|
Random Effects (Period)
|
|
|
|
0.000000 1977--C
|
|
|
|
0.000000 1978--C
|
|
|
|
0.000000 1979--C
|
|
|
|
0.000000 1980--C
|
|
|
|
0.000000 1981--C
|
|
|
|
0.000000 1982--C
|
|
|
|
0.000000 1983--C
|
|
|
|
0.000000 1984--C
|
|
|
|
0.000000 1985--C
|
|
|
|
0.000000 1986--C
|
|
|
|
0.000000 1987--C
|
|
|
|
0.000000 1988--C
|
|
|
|
0.000000 1989--C
|
|
|
|
0.000000 1990--C
|
|
|
|
0.000000 1991--C
|
|
|
|
0.000000 1992--C
|
|
|
|
0.000000 1993--C
|
|
|
|
0.000000 1994--C
|
|
|
|
0.000000 1995--C
|
|
|
|
0.000000 1996--C
|
|
|
|
0.000000 1997--C
|
|
|
|
0.000000 1998--C
|
|
|
|
0.000000 1999--C
|
|
|
|
0.000000 2000--C
|
|
|
|
0.000000 2001--C
|
|
|
|
0.000000 2002--C
|
|
|
|
0.000000 2003--C
|
|
|
|
0.000000 2004--C
|
|
|
|
0.000000 2005--C
|
|
|
|
0.000000 2006--C
|
|
|
|
0.000000 2007--C
|
|
|
|
0.000000 2008--C
|
|
|
|
0.000000 2009--C
|
Effects Specification
Rho S.D.
0.0000 0.000000 Period random
1.0000 0.717883 Idiosyncratic random
Weighted Statistics
6.788532 Mean dependent var 0.599556 R-squared
1.100732 S.D. dependent var 0.580487 Adjusted R-squared
64.04413 Sum squared resid 0.712942 S.E. of regression
0.064820 Durbin-Watson stat 31.44176 F-statistic
0.000000 Prob(F-statistic)
Unweighted Statistics
6.788532 Mean dependent var 0.599556 R-squared
0.064820 Durbin-Watson stat 64.04413 Sum squared resid
La dette extérieure et la croissance économique :
cas des pays de la CEMAC
2011-2012
Mahamat Ali MALLAH 117
Annexe 4 :
Modèle sans effets
Dependent Variable: LCROIS? Method: Pooled Least Squares Date:
05/31/12 Time: 00:42 Sample: 1970 2009
Included observations: 40 Cross-sections included: 5
Total pool (unbalanced) observations: 195 Cross sections without
valid observations dropped
Prob.
|
t-Statistic Std. Error
|
Coefficient Variable
|
0.2218
|
1.225678 0.061261
|
0.075086 LPIBT?
|
0.0005
|
-3.558201 0.114153
|
-0.406178 TXCROISDEMO?
|
0.0000
|
6.939871 0.136884
|
0.949958 LTXINV?
|
0.0016
|
3.198708 0.153682
|
0.491582 LOUVC?
|
0.3378
|
0.961033 0.058384
|
0.056109 LDETEXTLT?
|
0.5742
|
0.562909 0.004592
|
0.002585 INFL?
|
6.587081
|
Mean dependent var
|
0.570133 R-squared
|
1.128903
|
S.D. dependent var
|
0.558761 Adjusted R-squared
|
2.292488
|
Akaike info criterion
|
0.749883 S.E. of regression
|
2.393196
|
Schwarz criterion
|
106.2795 Sum squared resid
|
2.333263
|
Hannan-Quinn criter.
|
-217.5176 Log likelihood
|
0.104132 Durbin-Watson stat
Modèle à effets fixes
Dependent Variable: LCROIS? Method: Pooled Least Squares Date:
05/31/12 Time: 00:42 Sample: 1970 2009
Included observations: 40 Cross-sections included: 5
Total pool (unbalanced) observations: 195 Cross sections without
valid observations dropped
Prob.
|
t-Statistic
|
Std. Error
|
Coefficient
|
Variable
|
0.0000
|
-6.932137
|
1.568813
|
-10.87523
|
C
|
0.0000
|
6.749350
|
0.139268
|
0.939966
|
LPIBT?
|
0.0000
|
-6.073183
|
0.126126
|
-0.765989
|
TXCROISDEMO?
|
0.0016
|
3.215887
|
0.166149
|
0.534317
|
LTXINV?
|
0.0000
|
7.402398
|
0.162796
|
1.205078
|
LOUVC?
|
0.0073
|
-2.722539
|
0.132205
|
-0.359933
|
LDETEXTLT?
|
0.7659
|
0.298309
|
0.005535
|
0.001651
|
INFL?
|
|
|
|
|
Fixed Effects (Period)
|
|
|
|
-0.812527
|
1970--C
|
|
|
|
-0.717358
|
1971--C
|
|
|
|
-0.630740
|
1972--C
|
|
|
|
-0.490984
|
1973--C
|
|
|
|
-0.547021
|
1974--C
|
|
|
|
-0.344189
|
1975--C
|
|
|
|
-0.234283
|
1976--C
|
|
|
|
-0.244772
|
1977--C
|

Coefficient Variable
Prob. t-Statistic Std. Error
La dette extérieure et la croissance économique :
cas des pays de la CEMAC
|
-0.094764
|
1978--C
|
0.266456
|
1979--C
|
0.251232
|
1980--C
|
0.147117
|
1981--C
|
0.368627
|
1982--C
|
0.219056
|
1983--C
|
0.151895
|
1984--C
|
0.069342
|
1985--C
|
0.359777
|
1986--C
|
0.572971
|
1987--C
|
0.720954
|
1988--C
|
0.699380
|
1989--C
|
0.767801
|
1990--C
|
0.853691
|
1991--C
|
0.851889
|
1992--C
|
0.722625
|
1993--C
|
0.267582
|
1994--C
|
0.222594
|
1995--C
|
0.295994
|
1996--C
|
0.040966
|
1997--C
|
-0.057285
|
1998--C
|
0.063997
|
1999--C
|
-0.102247
|
2000--C
|
-0.207159
|
2001--C
|
-0.331209
|
2002--C
|
-0.173428
|
2003--C
|
-0.166257
|
2004--C
|
-0.330227
|
2005--C
|
-0.517680
|
2006--C
|
-0.625977
|
2007--C
|
-0.633481
|
2008--C
|
-0.807617
|
2009--C
|
Effects Specification
|
Period fixed (dummy variables)
|
|
6.587081
|
Mean dependent var
|
0.752745 R-squared
|
1.128903
|
S.D. dependent var
|
0.678071 Adjusted R-squared
|
2.149688
|
Akaike info criterion
|
0.640526 S.E. of regression
|
2.921781
|
Schwarz criterion
|
61.13081 Sum squared resid
|
2.462299
|
Hannan-Quinn criter.
|
-163.5946 Log likelihood
|
0.126669
|
Durbin-Watson stat
|
10.08038 F-statistic
|
|
|
0.000000 Prob(F-statistic)
|
Modèle à effets aléatoire
Dependent Variable: LCROIS? Method: Pooled EGLS (Period random
effects) Date: 05/31/12 Time: 00:42 Sample: 1970 2009
Included observations: 40 Cross-sections included: 5
Total pool (unbalanced) observations: 195 Swamy and Arora
estimator of component variances Cross sections without valid observations
dropped
Mahamat Ali MALLAH 118
2011-2012

2011-2012
La dette extérieure et la croissance économique :
cas des pays de la CEMAC
Rho
S.D.
Period random
0.0000
1.0000
0.640526 Idiosyncratic random
0.000000
6.587081
0.666664 R-squared
Mean dependent var
S.D. dependent var
Sum squared resid
Durbin-Watson stat
0.656026 Adjusted R-squared
0.662094 S.E. of regression
62.66600 F-statistic
1.128903
82.41326
0.083425
0.0000
|
-7.627017
|
1.459487
|
-11.13153 C
|
0.0000
|
7.229826
|
0.098820
|
0.714455 LPIBT?
|
0.0098
|
-2.609992
|
0.099386
|
-0.259398 TXCROISDEMO?
|
0.0169
|
2.410627
|
0.141563
|
0.341256 LTXINV?
|
0.0000
|
7.081106
|
0.152035
|
1.076578 LOUVC?
|
0.0268
|
-2.232556
|
0.055126
|
-0.123073 LDETEXTLT?
|
0.6773
|
0.416792
|
0.003924
|
0.001636 INFL?
|
|
|
|
Random Effects (Period)
|
|
|
|
0.000000 1970--C
|
|
|
|
0.000000 1971--C
|
|
|
|
0.000000 1972--C
|
|
|
|
0.000000 1973--C
|
|
|
|
0.000000 1974--C
|
|
|
|
0.000000 1975--C
|
|
|
|
0.000000 1976--C
|
|
|
|
0.000000 1977--C
|
|
|
|
0.000000 1978--C
|
|
|
|
0.000000 1979--C
|
|
|
|
0.000000 1980--C
|
|
|
|
0.000000 1981--C
|
|
|
|
0.000000 1982--C
|
|
|
|
0.000000 1983--C
|
|
|
|
0.000000 1984--C
|
|
|
|
0.000000 1985--C
|
|
|
|
0.000000 1986--C
|
|
|
|
0.000000 1987--C
|
|
|
|
0.000000 1988--C
|
|
|
|
0.000000 1989--C
|
|
|
|
0.000000 1990--C
|
|
|
|
0.000000 1991--C
|
|
|
|
0.000000 1992--C
|
|
|
|
0.000000 1993--C
|
|
|
|
0.000000 1994--C
|
|
|
|
0.000000 1995--C
|
|
|
|
0.000000 1996--C
|
|
|
|
0.000000 1997--C
|
|
|
|
0.000000 1998--C
|
|
|
|
0.000000 1999--C
|
|
|
|
0.000000 2000--C
|
|
|
|
0.000000 2001--C
|
|
|
|
0.000000 2002--C
|
|
|
|
0.000000 2003--C
|
|
|
|
0.000000 2004--C
|
|
|
|
0.000000 2005--C
|
|
|
|
0.000000 2006--C
|
|
|
|
0.000000 2007--C
|
|
|
|
0.000000 2008--C
|
|
|
|
0.000000 2009--C
|
Effects Specification
Weighted Statistics
Mahamat Ali MALLAH 119
La dette extérieure et la croissance économique :
cas des pays de la CEMAC
2011-2012
Mahamat Ali MALLAH 121
0.000000 Prob(F-statistic)
Unweighted Statistics
6.587081 Mean dependent var 0.666664 R-squared
0.083425 Durbin-Watson stat 82.41326 Sum squared resid
Annexe 5 :
Modèle sans effets
Dependent Variable: LCROIS? Method: Pooled Least Squares Date:
05/31/12 Time: 00:47 Sample: 1970 2009
Included observations: 40 Cross-sections included: 5
Total pool (unbalanced) observations: 195 Cross sections without
valid observations dropped
Prob.
|
t-Statistic Std. Error
|
Coefficient Variable
|
0.0000
|
5.787920 0.024700
|
0.142959 LPIBT?
|
0.0003
|
-3.647341 0.106892
|
-0.389873 TXCROISDEMO?
|
0.0000
|
5.550713 0.132584
|
0.735937 LTXINV?
|
0.0000
|
4.613762 0.146089
|
0.674018 LOUVC?
|
0.0000
|
-5.245169 0.002977
|
-0.015613 CDEXDET?
|
0.4649
|
0.732326 0.004283
|
0.003136 INFL?
|
6.587081
|
Mean dependent var
|
0.622922 R-squared
|
1.128903
|
S.D. dependent var
|
0.612946 Adjusted R-squared
|
2.161465
|
Akaike info criterion
|
0.702332 S.E. of regression
|
2.262172
|
Schwarz criterion
|
93.22806 Sum squared resid
|
2.202240
|
Hannan-Quinn criter.
|
-204.7428 Log likelihood
|
0.105577 Durbin-Watson stat
Modèle à effets fixes
Dependent Variable: LCROIS? Method: Pooled Least Squares Date:
05/31/12 Time: 00:47 Sample: 1970 2009
Included observations: 40 Cross-sections included: 5
Total pool (unbalanced) observations: 195 Cross sections without
valid observations dropped
Prob.
|
t-Statistic
|
Std. Error
|
Coefficient
|
Variable
|
0.0000
|
-5.471098
|
1.952621
|
-10.68298
|
C
|
0.0000
|
6.999747
|
0.086723
|
0.607039
|
LPIBT?
|
0.0000
|
-5.246614
|
0.129823
|
-0.681131
|
TXCROISDEMO?
|
0.0078
|
2.696664
|
0.168179
|
0.453522
|
LTXINV?
|
0.0000
|
6.709268
|
0.164201
|
1.101667
|
LOUVC?
|
0.8856
|
-0.144057
|
0.004249
|
-0.000612
|
CDEXDET?
|
0.7064
|
0.377438
|
0.005705
|
0.002153
|
INFL?
|
2011-2012
Mahamat Ali MALLAH 121
La dette extérieure et la croissance économique :
cas des pays de la CEMAC
|
|
Fixed Effects (Period)
|
-0.027209
|
1970--C
|
-0.007007
|
1971--C
|
0.045666
|
1972--C
|
0.071222
|
1973--C
|
-0.033179
|
1974--C
|
0.063181
|
1975--C
|
0.123358
|
1976--C
|
0.020504
|
1977--C
|
0.089404
|
1978--C
|
0.367559
|
1979--C
|
0.295454
|
1980--C
|
0.240591
|
1981--C
|
0.431274
|
1982--C
|
0.312914
|
1983--C
|
0.274023
|
1984--C
|
0.158876
|
1985--C
|
0.345233
|
1986--C
|
0.414780
|
1987--C
|
0.537478
|
1988--C
|
0.495875
|
1989--C
|
0.496703
|
1990--C
|
0.565536
|
1991--C
|
0.549826
|
1992--C
|
0.407860
|
1993--C
|
-0.066995
|
1994--C
|
-0.103651
|
1995--C
|
-0.038492
|
1996--C
|
-0.228996
|
1997--C
|
-0.307487
|
1998--C
|
-0.197785
|
1999--C
|
-0.343188
|
2000--C
|
-0.390520
|
2001--C
|
-0.536487
|
2002--C
|
-0.418067
|
2003--C
|
-0.421046
|
2004--C
|
-0.513422
|
2005--C
|
-0.630278
|
2006--C
|
-0.687819
|
2007--C
|
-0.721586
|
2008--C
|
-0.747123
|
2009--C
|
Effects Specification
|
Period fixed (dummy variables)
|
|
6.587081
|
Mean dependent var
|
0.740481 R-squared
|
1.128903
|
S.D. dependent var
|
0.662103 Adjusted R-squared
|
2.198098
|
Akaike info criterion
|
0.656219 S.E. of regression
|
2.970190
|
Schwarz criterion
|
64.16291 Sum squared resid
|
2.510709
|
Hannan-Quinn criter.
|
-168.3145 Log likelihood
|
0.093978
|
Durbin-Watson stat
|
9.447546 F-statistic
|
|
|
0.000000 Prob(F-statistic)
|
Modèle à effets aléatoire
Dependent Variable: LCROIS? Method: Pooled EGLS (Period random
effects) Date: 05/31/12 Time: 00:47
La dette extérieure et la croissance économique :
cas des pays de la CEMAC
2011-2012
Sample: 1970 2009
Included observations: 40 Cross-sections included: 5
Total pool (unbalanced) observations: 195
Swamy and Arora estimator of component variances Cross sections
without valid observations dropped
Prob.
|
t-Statistic
|
Std. Error
|
Coefficient Variable
|
0.0000
|
-5.978772
|
1.397986
|
-8.358236 C
|
0.0000
|
7.839641
|
0.062676
|
0.491357 LPIBT?
|
0.0076
|
-2.696645
|
0.101727
|
-0.274321 TXCROISDEMO?
|
0.0073
|
2.713838
|
0.137868
|
0.374153 LTXINV?
|
0.0000
|
6.887745
|
0.148395
|
1.022106 LOUVC?
|
0.0001
|
-3.921759
|
0.002874
|
-0.011273 CDEXDET?
|
0.4208
|
0.806845
|
0.004001
|
0.003229 INFL?
|
|
|
|
Random Effects (Period)
|
|
|
|
0.000000 1970--C
|
|
|
|
0.000000 1971--C
|
|
|
|
0.000000 1972--C
|
|
|
|
0.000000 1973--C
|
|
|
|
0.000000 1974--C
|
|
|
|
0.000000 1975--C
|
|
|
|
0.000000 1976--C
|
|
|
|
0.000000 1977--C
|
|
|
|
0.000000 1978--C
|
|
|
|
0.000000 1979--C
|
|
|
|
0.000000 1980--C
|
|
|
|
0.000000 1981--C
|
|
|
|
0.000000 1982--C
|
|
|
|
0.000000 1983--C
|
|
|
|
0.000000 1984--C
|
|
|
|
0.000000 1985--C
|
|
|
|
0.000000 1986--C
|
|
|
|
0.000000 1987--C
|
|
|
|
0.000000 1988--C
|
|
|
|
0.000000 1989--C
|
|
|
|
0.000000 1990--C
|
|
|
|
0.000000 1991--C
|
|
|
|
0.000000 1992--C
|
|
|
|
0.000000 1993--C
|
|
|
|
0.000000 1994--C
|
|
|
|
0.000000 1995--C
|
|
|
|
0.000000 1996--C
|
|
|
|
0.000000 1997--C
|
|
|
|
0.000000 1998--C
|
|
|
|
0.000000 1999--C
|
|
|
|
0.000000 2000--C
|
|
|
|
0.000000 2001--C
|
|
|
|
0.000000 2002--C
|
|
|
|
0.000000 2003--C
|
|
|
|
0.000000 2004--C
|
|
|
|
0.000000 2005--C
|
|
|
|
0.000000 2006--C
|
|
|
|
0.000000 2007--C
|
|
|
|
0.000000 2008--C
|
|
|
|
0.000000 2009--C
|
Effects Specification
Rho S.D.
Mahamat Ali MALLAH 122
La dette extérieure et la croissance économique :
cas des pays de la CEMAC
2011-2012
Mahamat Ali MALLAH 123
0.0000 0.000000 Period random
1.0000 0.656219 Idiosyncratic random
Weighted Statistics
6.587081 Mean dependent var 0.685181 R-squared
1.128903 S.D. dependent var 0.675134 Adjusted R-squared
77.83512 Sum squared resid 0.643441 S.E. of regression
0.095406 Durbin-Watson stat 68.19490 F-statistic
0.000000 Prob(F-statistic)
Unweighted Statistics
6.587081 Mean dependent var 0.685181 R-squared
0.095406 Durbin-Watson stat 77.83512 Sum squared resid
Annexe 6 :
Modèle sans effet
Dependent Variable: LCROIS? Method: Pooled Least Squares Date:
05/31/12 Time: 00:23 Sample (adjusted): 1977 2009
Included observations: 33 after adjustments
Cross-sections included: 5
Total pool (unbalanced) observations: 133
Cross sections without valid observations dropped
Prob.
|
t-Statistic Std. Error
|
Coefficient Variable
|
0.0000
|
7.163031 0.099417
|
0.712125 LPIBT?
|
0.3632
|
0.912575 0.124481
|
0.113598 TXCROISDEMO?
|
0.0734
|
1.805468 0.144922
|
0.261652 LTXINV?
|
0.0000
|
7.834990 0.147693
|
1.157173 LOUVC?
|
0.0000
|
-7.793012 0.212332
|
-1.654702 LSERVDETEXTOT?
|
0.2671
|
1.114865 0.005646
|
0.006294 SEVDET?
|
0.0004
|
-3.659842 0.086264
|
-0.315711 LDETEXTLT?
|
0.0000
|
-4.953317 0.003809
|
-0.018869 CDEXDET?
|
0.1917
|
-1.312676 0.004007
|
-0.005260 INFL?
|
6.788532
|
Mean dependent var
|
0.762416 R-squared
|
1.100732
|
S.D. dependent var
|
0.747088 Adjusted R-squared
|
1.720386
|
Akaike info criterion
|
0.553562 S.E. of regression
|
1.915974
|
Schwarz criterion
|
37.99748 Sum squared resid
|
1.799865
|
Hannan-Quinn criter.
|
-105.4057 Log likelihood
|
0.141038 Durbin-Watson stat
Modèle à effets fixes
Dependent Variable: LCROIS? Method: Pooled Least Squares Date:
05/31/12 Time: 00:24 Sample (adjusted): 1977 2009
Included observations: 33 after adjustments
Cross-sections included: 5
La dette extérieure et la croissance économique :
cas des pays de la CEMAC
2011-2012
Mahamat Ali MALLAH 124
Total pool (unbalanced) observations: 133 Cross sections without
valid observations dropped
Prob.
|
t-Statistic
|
Std. Error
|
Coefficient
|
Variable
|
0.0000
|
5.757454
|
4.105750
|
23.63867
|
C
|
0.0016
|
3.244647
|
0.168498
|
0.546716
|
LPIBT?
|
0.3962
|
-0.852407
|
0.142667
|
-0.121611
|
TXCROISDEMO?
|
0.0000
|
5.796750
|
0.156775
|
0.908783
|
LTXINV?
|
0.0118
|
2.570425
|
0.195740
|
0.503135
|
LOUVC?
|
0.0000
|
-10.01554
|
0.422447
|
-4.231036
|
LSERVDETEXTOT?
|
0.1134
|
1.598533
|
0.005633
|
0.009004
|
SEVDET?
|
0.0000
|
-4.976932
|
0.126946
|
-0.631801
|
LDETEXTLT?
|
0.0000
|
-4.678974
|
0.004435
|
-0.020753
|
CDEXDET?
|
0.0372
|
-2.114435
|
0.005380
|
-0.011376
|
INFL?
|
|
|
|
|
Fixed Effects (Period)
|
|
|
|
-0.996982
|
1977--C
|
|
|
|
-0.440683
|
1978--C
|
|
|
|
-0.061315
|
1979--C
|
|
|
|
-0.057100
|
1980--C
|
|
|
|
0.014828
|
1981--C
|
|
|
|
-0.014556
|
1982--C
|
|
|
|
-0.288263
|
1983--C
|
|
|
|
-0.396166
|
1984--C
|
|
|
|
-0.292926
|
1985--C
|
|
|
|
-0.035986
|
1986--C
|
|
|
|
0.167166
|
1987--C
|
|
|
|
0.341015
|
1988--C
|
|
|
|
0.362135
|
1989--C
|
|
|
|
0.462605
|
1990--C
|
|
|
|
0.459881
|
1991--C
|
|
|
|
0.537363
|
1992--C
|
|
|
|
0.579640
|
1993--C
|
|
|
|
0.643622
|
1994--C
|
|
|
|
0.112818
|
1995--C
|
|
|
|
-0.013837
|
1996--C
|
|
|
|
-0.108819
|
1997--C
|
|
|
|
0.223935
|
1998--C
|
|
|
|
0.087963
|
1999--C
|
|
|
|
-0.317125
|
2000--C
|
|
|
|
-0.293891
|
2001--C
|
|
|
|
-0.080871
|
2002--C
|
|
|
|
0.015833
|
2003--C
|
|
|
|
-0.163805
|
2004--C
|
|
|
|
-0.328848
|
2005--C
|
|
|
|
-0.349829
|
2006--C
|
|
|
|
-0.443176
|
2007--C
|
|
|
|
-0.430504
|
2008--C
|
|
|
|
0.045429
|
2009--C
|
Effects Specification
|
Period fixed (dummy variables)
|
|
6.788532
|
Mean dependent var
|
0.893047 R-squared
|
1.100732
|
S.D. dependent var
|
0.844859 Adjusted R-squared
|
1.418494
|
Akaike info criterion
|
0.433555 S.E. of regression
|
2.331236
|
Schwarz criterion
|
17.10528 Sum squared resid
|
1.789397
|
Hannan-Quinn criter.
|
-52.32985 Log likelihood
|
0.606156
|
Durbin-Watson stat
|
18.53271 F-statistic
|
|
|
0.000000 Prob(F-statistic)
|
La dette extérieure et la croissance économique :
cas des pays de la CEMAC
2011-2012
Modèle à effets aléatoire
Dependent Variable: LCROIS? Method: Pooled EGLS (Period random
effects) Date: 05/31/12 Time: 00:24 Sample (adjusted): 1977 2009 Included
observations: 33 after adjustments Cross-sections included: 5
Total pool (unbalanced) observations: 133 Swamy and Arora
estimator of component variances Cross sections without valid observations
dropped
Prob.
|
t-Statistic
|
Std. Error
|
Coefficient Variable
|
0.0000
|
8.227441
|
3.273769
|
26.93474 C
|
0.5805
|
0.554082
|
0.110980
|
0.061492 LPIBT?
|
0.0218
|
2.324212
|
0.098497
|
0.228928 TXCROISDEMO?
|
0.0000
|
6.509777
|
0.136877
|
0.891037 LTXINV?
|
0.1992
|
1.290900
|
0.163147
|
0.210607 LOUVC?
|
0.0000
|
-11.82172
|
0.370004
|
-4.374087 LSERVDETEXTOT?
|
0.0476
|
2.000809
|
0.004433
|
0.008869 SEVDET?
|
0.0007
|
-3.478001
|
0.068231
|
-0.237308 LDETEXTLT?
|
0.0000
|
-7.650176
|
0.003029
|
-0.023173 CDEXDET?
|
0.0004
|
-3.663101
|
0.003239
|
-0.011867 INFL?
|
|
|
|
Random Effects (Period)
|
|
|
|
0.000000 1977--C
|
|
|
|
0.000000 1978--C
|
|
|
|
0.000000 1979--C
|
|
|
|
0.000000 1980--C
|
|
|
|
0.000000 1981--C
|
|
|
|
0.000000 1982--C
|
|
|
|
0.000000 1983--C
|
|
|
|
0.000000 1984--C
|
|
|
|
0.000000 1985--C
|
|
|
|
0.000000 1986--C
|
|
|
|
0.000000 1987--C
|
|
|
|
0.000000 1988--C
|
|
|
|
0.000000 1989--C
|
|
|
|
0.000000 1990--C
|
|
|
|
0.000000 1991--C
|
|
|
|
0.000000 1992--C
|
|
|
|
0.000000 1993--C
|
|
|
|
0.000000 1994--C
|
|
|
|
0.000000 1995--C
|
|
|
|
0.000000 1996--C
|
|
|
|
0.000000 1997--C
|
|
|
|
0.000000 1998--C
|
|
|
|
0.000000 1999--C
|
|
|
|
0.000000 2000--C
|
|
|
|
0.000000 2001--C
|
|
|
|
0.000000 2002--C
|
|
|
|
0.000000 2003--C
|
|
|
|
0.000000 2004--C
|
|
|
|
0.000000 2005--C
|
|
|
|
0.000000 2006--C
|
|
|
|
0.000000 2007--C
|
|
|
|
0.000000 2008--C
|
|
|
|
0.000000 2009--C
|
Mahamat Ali MALLAH 125
La dette extérieure et la croissance économique :
cas des pays de la CEMAC
2011-2012
Effects Specification
Rho S.D.
0.0000 0.000000 Period random
1.0000 0.433555 Idiosyncratic random
Weighted Statistics
6.788532 Mean dependent var 0.841973 R-squared
1.100732 S.D. dependent var 0.830410 Adjusted R-squared
25.27363 Sum squared resid 0.453295 S.E. of regression
0.523440 Durbin-Watson stat 72.81664 F-statistic
0.000000 Prob(F-statistic)
Unweighted Statistics
6.788532 Mean dependent var 0.841973 R-squared
0.523440 Durbin-Watson stat 25.27363 Sum squared resid
Test de Hausman:
Correlated Random Effects - Hausman Test
Pool: Untitled
Test period random effects
Chi-Sq.
Prob. Chi-Sq. d.f. Statistic Test Summary
0.0001 9 34.363272 Period random
** WARNING: estimated period random effects variance is zero.
Prob.
|
Period random effects test comparisons:
Var(Diff.) Random Fixed
|
Variable
|
0.0001
|
0.016075
|
0.061492
|
0.546716
|
LPIBT?
|
0.0007
|
0.010652
|
0.228928
|
-0.121611
|
TXCROISDEMO?
|
0.8164
|
0.005843
|
0.891037
|
0.908783
|
LTXINV?
|
0.0068
|
0.011697
|
0.210607
|
0.503135
|
LOUVC?
|
0.4829
|
0.041558
|
-4.374087
|
-4.231036
|
LSERVDETEXTOT?
|
0.9690
|
0.000012
|
0.008869
|
0.009004
|
SEVDET?
|
0.0002
|
0.011460
|
-0.237308
|
-0.631801
|
LDETEXTLT?
|
0.4552
|
0.000010
|
-0.023173
|
-0.020753
|
CDEXDET?
|
0.9091
|
0.000018
|
-0.011867
|
-0.011376
|
INFL?
|
Period random effects test equation:
Dependent Variable: LCROIS? Method: Panel Least Squares Date:
05/31/12 Time: 00:25 Sample (adjusted): 1977 2009
Included observations: 33 after adjustments
Cross-sections included: 5
Total pool (unbalanced) observations: 133
Prob. t-Statistic Std. Error Coefficient Variable
C
0.0000 5.757454 4.105750 23.63867
Mahamat Ali MALLAH 126
La dette extérieure et la croissance économique :
cas des pays de la CEMAC
2011-2012
Mahamat Ali MALLAH 127
0.0016 3.244647 0.168498
|
0.546716 LPIBT?
|
0.3962 -0.852407 0.142667 -0.121611 TXCROISDEMO?
0.0000 5.796750 0.156775
0.0118 2.570425 0.195740
|
0.908783 LTXINV?
0.503135 LOUVC?
|
0.0000 -10.01554 0.422447 -4.231036 LSERVDETEXTOT?
0.1134 1.598533 0.005633 0.009004 SEVDET?
0.0000 -4.976932 0.126946 -0.631801 LDETEXTLT? 0.0000 -4.678974
0.004435 -0.020753 CDEXDET?
0.0372 -2.114435 0.005380 -0.011376 INFL?
Effects Specification
Period fixed (dummy variables)
6.788532 Mean dependent var 0.893047 R-squared
1.100732 S.D. dependent var 0.844859 Adjusted R-squared
1.418494 Akaike info criterion 0.433555 S.E. of regression
2.331236 Schwarz criterion 17.10528 Sum squared resid
1.789397 Hannan-Quinn criter. -52.32985 Log likelihood
0.606156 Durbin-Watson stat 18.53271 F-statistic
0.000000 Prob(F-statistic)
La dette extérieure et la croissance économique :
cas des pays de la CEMAC
2011-2012
Mahamat Ali MALLAH 128
|