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Ressources minières et croissance économique en RDC.


par Fanny Kabwe omoyi
Université de Yaoundé 2 - Master en économie monétaire 2014
  

précédent sommaire suivant

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Annexe 3. Estimation par les méthodes des 2SLS et GMM

251668992

Dependent Variable: TDPIBH

Method: Two-Stage Least Squares

Date: 06/21/14 Time: 08:54

Sample (adjusted): 1982 2012

Included observations: 31 after adjustments

Instrument specification: TCOI INFL INVEST EPARG DEPCONS LEB TAG

        RENT DINVEST DEPARG DTDPIBH DRENT AGRI SERV IND COMM

        TCOI WAR C

Variable

Coefficient

Std. Error

t-Statistic

Prob.  

C

-63.31684

199.5448

-0.317306

0.7547

RENT

7.219780

2.734183

2.640562

0.0166

LEB

-0.795414

1.777089

-0.447594

0.6598

TAG

0.036842

0.157563

0.233828

0.8178

INFL

-0.000693

0.000395

-1.754972

0.0963

INVEST

0.574838

0.270250

2.127056

0.0475

EPARG

0.755741

2.129174

0.354945

0.7268

DEPCONS

0.890781

2.187179

0.407274

0.6886

DINVEST

-0.099488

0.184405

-0.539510

0.5961

DEPARG

0.028898

0.175226

0.164917

0.8708

DTDPIBH

0.226137

0.242882

0.931057

0.3641

DRENT

-2.898162

3.618208

-0.800994

0.4336

WAR

-3.268463

2.503854

-1.305373

0.2082

R-squared

0.761666

    Mean dependent var

-2.321024

Adjusted R-squared

0.602776

    S.D. dependent var

5.789345

S.E. of regression

3.648773

    Sum squared resid

239.6438

F-statistic

4.793685

    Durbin-Watson stat

1.910349

Prob(F-statistic)

0.001497

    Second-Stage SSR

239.6438

J-statistic

17.86394

    Instrument rank

17

Prob(J-statistic)

0.001312

Dependent Variable: TDPIBH

Method: Generalized Method of Moments

Date: 06/21/14 Time: 09:16

Sample (adjusted): 1982 2012

Included observations: 31 after adjustments

Linear estimation with 1 weight update

Estimation weighting matrix: HAC (Bartlett kernel, Newey-West fixed

        bandwidth = 4.0000)

Standard errors & covariance computed using estimation weighting matrix

Instrument specification: TCOI INFL INVEST EPARG DEPCONS LEB TAG

        RENT DINVEST DEPARG DRENT DTDPIBH AGRI SERV COMM WAR C

Variable

Coefficient

Std. Error

t-Statistic

Prob.  

C

-61.41515

118.8110

-0.516915

0.6115

RENT

6.661368

3.295923

2.021093

0.0584

LEB

-0.472699

1.600468

-0.295351

0.7711

TAG

0.047887

0.081416

0.588179

0.5637

INFL

-0.000735

0.000335

-2.194408

0.0416

INVEST

0.532189

0.260666

2.041654

0.0561

EPARG

0.596314

1.412590

0.422142

0.6779

DEPCONS

0.720131

1.489721

0.483400

0.6346

DTDPIBH

0.265059

0.179748

1.474612

0.1576

DINVEST

-0.128158

0.089052

-1.439132

0.1673

DEPARG

0.027964

0.077560

0.360550

0.7226

DRENT

-2.777974

2.799887

-0.992173

0.3343

WAR

-3.197460

1.289071

-2.480437

0.0232

R-squared

0.759564

    Mean dependent var

-2.321024

Adjusted R-squared

0.599274

    S.D. dependent var

5.789345

S.E. of regression

3.664826

    Sum squared resid

241.7571

Durbin-Watson stat

1.908020

    J-statistic

5.488354

Instrument rank

16

    Prob(J-statistic)

0.139337

Dependent Variable: TCOI

Method: Two-Stage Least Squares

Date: 06/21/14 Time: 10:52

Sample (adjusted): 1983 2012

Included observations: 30 after adjustments

Convergence achieved after 23 iterations

Instrument specification: TDPIBH AGRI SERV IND COMM LEB EPARG

        INVEST DEPCONS RENT DTDPIBH INFL POPG DINVEST DLEB

Constant added to instrument list

Lagged dependent variable & regressors added to instrument list

Variable

Coefficient

Std. Error

t-Statistic

Prob.  

C

-28.22203

21.91732

-1.287659

0.2162

RENT

-0.369435

0.440690

-0.838311

0.4142

LEB

0.614625

0.306475

2.005467

0.0621

AGRI

0.062227

0.101725

0.611720

0.5493

SERV

0.060268

0.093591

0.643951

0.5287

IND

0.038386

0.123965

0.309656

0.7608

COMM

-0.029875

0.016911

-1.766542

0.0964

TDPIBH

1.016885

0.031480

32.30306

0.0000

INVEST

0.000238

0.034594

0.006874

0.9946

DEPCONS

-0.022350

0.029741

-0.751513

0.4633

DTDPIBH

0.013330

0.023337

0.571186

0.5758

DINVEST

-0.000474

0.010932

-0.043374

0.9659

DLEB

-0.000600

1.012643

-0.000593

0.9995

AR(1)

0.194613

0.277126

0.702254

0.4926

R-squared

0.997913

    Mean dependent var

0.493333

Adjusted R-squared

0.996218

    S.D. dependent var

5.821656

S.E. of regression

0.358021

    Sum squared resid

2.050862

Durbin-Watson stat

2.054593

    J-statistic

9.386778

Instrument rank

27

    Prob(J-statistic)

0.743145

Inverted AR Roots

      .19


Dependent Variable: TCOI

Method: Generalized Method of Moments

Date: 06/21/14 Time: 10:53

Sample (adjusted): 1983 2012

Included observations: 30 after adjustments

Sequential 1-step weighting matrix & coefficient iteration

Estimation weighting matrix: HAC (Bartlett kernel, Newey-West fixed

        bandwidth = 4.0000)

Standard errors & covariance computed using estimation weighting matrix

Convergence achieved after 12 iterations

Instrument specification: TDPIBH AGRI SERV IND COMM LEB EPARG

        INVEST DEPCONS RENT DTDPIBH INFL POPG DINVEST DLEB

Constant added to instrument list

Lagged dependent variable & regressors added to instrument list

Variable

Coefficient

Std. Error

t-Statistic

Prob.  

C

-25.10735

8.956478

-2.803262

0.0128

RENT

-0.400086

0.205370

-1.948122

0.0692

LEB

0.579044

0.110978

5.217640

0.0001

AGRI

0.050028

0.038731

1.291658

0.2148

SERV

0.050134

0.029533

1.697580

0.1089

IND

0.023737

0.048155

0.492924

0.6288

COMM

-0.027092

0.005945

-4.556900

0.0003

TDPIBH

1.009213

0.013115

76.95250

0.0000

INVEST

-0.002226

0.009948

-0.223714

0.8258

DEPCONS

-0.026246

0.011594

-2.263790

0.0378

DTDPIBH

0.017167

0.009125

1.881330

0.0783

DINVEST

-0.000335

0.002019

-0.165906

0.8703

DLEB

0.178626

0.337967

0.528529

0.6044

AR(1)

0.170873

0.181309

0.942439

0.3600

R-squared

0.997892

    Mean dependent var

0.493333

Adjusted R-squared

0.996180

    S.D. dependent var

5.821656

S.E. of regression

0.359815

    Sum squared resid

2.071473

Durbin-Watson stat

2.052560

    J-statistic

6.480057

Instrument rank

26

    Prob(J-statistic)

0.889978

Inverted AR Roots

      .17


Dependent Variable: RENT

Method: Two-Stage Least Squares

Date: 06/21/14 Time: 11:15

Sample (adjusted): 1983 2012

Included observations: 28 after adjustments

Convergence achieved after 43 iterations

Instrument specification: COBALT CUIVRE DIAMANT OR01 ZINC DRENT

        WAR POPG IND TCOI INFL INVEST EPARG DEPCONS LEB AGRI

        SERV COMM TDPIBH DTDPIBH

Lagged dependent variable & regressors added to instrument list

Variable

Coefficient

Std. Error

t-Statistic

Prob.  

C

0.294218

0.173649

1.694324

0.1096

WAR

0.237139

0.127722

1.856684

0.0819

DRENT

0.488414

0.319336

1.529468

0.1457

COBALT

4.58E-07

3.73E-06

0.122861

0.9037

CUIVRE

-7.12E-07

6.77E-07

-1.052069

0.3084

DIAMANT

6.96E-06

6.89E-06

1.011376

0.3269

OR01

-1.70E-05

4.23E-05

-0.401665

0.6932

ZINC

1.68E-06

2.09E-06

0.803867

0.4333

DTDPIBH

-0.000493

0.016084

-0.030677

0.9759

DINVEST

-0.001911

0.009090

-0.210219

0.8362

DLEB

1.338636

0.220222

6.078567

0.0000

AR(1)

-0.368371

0.354807

-1.038230

0.3146

R-squared

0.803675

    Mean dependent var

0.485541

Adjusted R-squared

0.668702

    S.D. dependent var

0.396777

S.E. of regression

0.228379

    Sum squared resid

0.834509

Durbin-Watson stat

1.983507

    J-statistic

16.00000

Instrument rank

29

    Prob(J-statistic)

0.523835

Inverted AR Roots

     -.37


Dependent Variable: RENT

Method: Generalized Method of Moments

Date: 06/21/14 Time: 11:19

Sample (adjusted): 1983 2012

Included observations: 28 after adjustments

Sequential 1-step weighting matrix & coefficient iteration

Estimation weighting matrix: HAC (Bartlett kernel, Newey-West fixed

        bandwidth = 4.0000)

Standard errors & covariance computed using estimation weighting matrix

Convergence achieved after 12 iterations

Instrument specification: COBALT CUIVRE DIAMANT OR01 ZINC DRENT

        WAR POPG IND TCOI INFL INVEST EPARG DEPCONS LEB AGRI

        SERV COMM TDPIBH DTDPIBH

Lagged dependent variable & regressors added to instrument list

Variable

Coefficient

Std. Error

t-Statistic

Prob.  

C

0.285748

0.050101

5.703456

0.0000

WAR

0.217523

0.043752

4.971701

0.0001

DRENT

0.490955

0.062373

7.871327

0.0000

COBALT

1.02E-07

6.85E-07

0.149266

0.8832

CUIVRE

-5.92E-07

2.38E-07

-2.494290

0.0239

DIAMANT

7.63E-06

2.15E-06

3.553048

0.0026

OR01

-1.84E-05

1.39E-05

-1.319017

0.2057

ZINC

1.31E-06

7.70E-07

1.694756

0.1095

DTDPIBH

-0.001091

0.002021

-0.540100

0.5966

DINVEST

-0.001854

0.001116

-1.660837

0.1162

DLEB

1.328673

0.112065

11.85626

0.0000

AR(1)

-0.382061

0.034652

-11.02566

0.0000

R-squared

0.802434

    Mean dependent var

0.485541

Adjusted R-squared

0.666608

    S.D. dependent var

0.396777

S.E. of regression

0.229099

    Sum squared resid

0.839784

Durbin-Watson stat

1.887354

    J-statistic

7.557979

Instrument rank

28

    Prob(J-statistic)

0.960950

Inverted AR Roots

     -.38


Dependent Variable: LEB

Method: Two-Stage Least Squares

Date: 06/21/14 Time: 11:43

Sample (adjusted): 1986 2012

Included observations: 27 after adjustments

Convergence achieved after 27 iterations

Instrument specification: TCOI LEB RENT POPG INVEST INFL EPARG

        DEPCONS WAR DRENT C

Lagged dependent variable & regressors added to instrument list

Variable

Coefficient

Std. Error

t-Statistic

Prob.  

C

65.23464

40.71852

1.602088

0.1300

TCOI

0.073339

0.027366

2.679972

0.0171

TAG

0.066088

0.015888

4.159664

0.0008

RENT

-0.773967

0.406319

-1.904824

0.0762

POPG

0.826634

0.305327

2.707371

0.0162

INVEST

0.042910

0.020534

2.089678

0.0541

INFL

-8.66E-05

4.48E-05

-1.933138

0.0723

EPARG

-0.292548

0.412326

-0.709506

0.4889

DEPCONS

-0.239968

0.409989

-0.585304

0.5670

WAR

-0.562923

0.391216

-1.438907

0.1707

DRENT

0.052694

0.298133

0.176747

0.8621

AR(4)

-0.837957

0.246825

-3.394941

0.0040

R-squared

0.917434

    Mean dependent var

47.38171

Adjusted R-squared

0.856886

    S.D. dependent var

0.965541

S.E. of regression

0.365268

    Sum squared resid

2.001307

Durbin-Watson stat

1.907239

    J-statistic

12.39098

Instrument rank

21

    Prob(J-statistic)

0.192154

Inverted AR Roots

 .68-.68i

     .68-.68i

  -.68+.68i

-.68+.68i


Dependent Variable: LEB

Method: Generalized Method of Moments

Date: 06/21/14 Time: 11:45

Sample (adjusted): 1986 2012

Included observations: 27 after adjustments

Sequential 1-step weighting matrix & coefficient iteration

Estimation weighting matrix: HAC (Bartlett kernel, Newey-West fixed

        bandwidth = 3.0000)

Standard errors & covariance computed using estimation weighting matrix

Convergence achieved after 7 iterations

Instrument specification: TCOI LEB RENT POPG INVEST INFL EPARG

        DEPCONS WAR DRENT C

Lagged dependent variable & regressors added to instrument list

Variable

Coefficient

Std. Error

t-Statistic

Prob.  

C

65.23500

18.89118

3.453199

0.0035

TCOI

0.072300

0.023173

3.120048

0.0070

TAG

0.065878

0.007133

9.235289

0.0000

RENT

-0.748596

0.157976

-4.738662

0.0003

POPG

0.819213

0.132337

6.190344

0.0000

INVEST

0.042508

0.019195

2.214600

0.0427

INFL

-8.05E-05

3.31E-05

-2.428338

0.0282

EPARG

-0.289838

0.191497

-1.513540

0.1509

DEPCONS

-0.240004

0.190963

-1.256804

0.2280

WAR

-0.548014

0.162885

-3.364431

0.0043

DRENT

0.032895

0.108698

0.302626

0.7663

AR(4)

-0.810828

0.124955

-6.488935

0.0000

R-squared

0.916906

    Mean dependent var

47.38171

Adjusted R-squared

0.855970

    S.D. dependent var

0.965541

S.E. of regression

0.366435

    Sum squared resid

2.014124

Durbin-Watson stat

1.827331

    J-statistic

8.013780

Instrument rank

21

    Prob(J-statistic)

0.532758

Inverted AR Roots

 .67-.67i

     .67-.67i

  -.67+.67i

-.67+.67i


Dependent Variable: TAG

Method: Generalized Method of Moments

Date: 06/21/14 Time: 11:47

Sample (adjusted): 1985 2012

Included observations: 28 after adjustments

Sequential 1-step weighting matrix & coefficient iteration

Estimation weighting matrix: HAC (Bartlett kernel, Newey-West fixed

        bandwidth = 4.0000)

Standard errors & covariance computed using estimation weighting matrix

Convergence achieved after 18 iterations

Instrument specification: TCOI LEB RENT POPG INVEST INFL EPARG

        DEPCONS WAR DRENT C

Lagged dependent variable & regressors added to instrument list

Variable

Coefficient

Std. Error

t-Statistic

Prob.  

C

-848.7772

264.2588

-3.211916

0.0051

TCOI

-0.036038

0.150699

-0.239140

0.8139

LEB

5.277936

0.998345

5.286684

0.0001

RENT

2.455714

1.147791

2.139513

0.0472

POPG

-7.167838

1.777667

-4.032161

0.0009

INVEST

-0.138962

0.080541

-1.725357

0.1026

INFL

0.000288

0.000269

1.070148

0.2995

EPARG

7.039796

2.280338

3.087173

0.0067

DEPCONS

6.856257

2.292575

2.990635

0.0082

DRENT

0.104305

1.270409

0.082104

0.9355

AR(3)

0.560070

0.070947

7.894203

0.0000

R-squared

0.837282

    Mean dependent var

63.99679

Adjusted R-squared

0.741565

    S.D. dependent var

8.269026

S.E. of regression

4.203680

    Sum squared resid

300.4057

Durbin-Watson stat

1.977751

    J-statistic

5.727023

Instrument rank

19

    Prob(J-statistic)

0.677779

Inverted AR Roots

      .82

    -.41+.71i

  -.41-.71i

Dependent Variable: TAG

Method: Two-Stage Least Squares

Date: 06/21/14 Time: 11:48

Sample (adjusted): 1985 2012

Included observations: 28 after adjustments

Convergence achieved after 10 iterations

Instrument specification: TCOI LEB RENT POPG INVEST INFL EPARG

        DEPCONS WAR DRENT C

Lagged dependent variable & regressors added to instrument list

Variable

Coefficient

Std. Error

t-Statistic

Prob.  

C

-794.5319

339.7866

-2.338327

0.0318

TCOI

-0.010764

0.256889

-0.041901

0.9671

LEB

4.934962

2.250590

2.192742

0.0425

RENT

2.682320

3.685380

0.727827

0.4766

POPG

-6.908737

2.700597

-2.558226

0.0204

INVEST

-0.137843

0.265467

-0.519246

0.6103

INFL

0.000272

0.000477

0.569895

0.5762

EPARG

6.630500

3.057480

2.168616

0.0446

DEPCONS

6.469384

3.040561

2.127694

0.0483

DRENT

-0.173441

3.881615

-0.044683

0.9649

AR(3)

0.584257

0.174214

3.353683

0.0038

R-squared

0.838666

    Mean dependent var

63.99679

Adjusted R-squared

0.743764

    S.D. dependent var

8.269026

S.E. of regression

4.185765

    Sum squared resid

297.8506

Durbin-Watson stat

2.039852

    J-statistic

12.65909

Instrument rank

20

    Prob(J-statistic)

0.178648

Inverted AR Roots

      .84

    -.42+.72i

  -.42-.72i

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