Agriculture Reference
In-Depth Information
Table 5.1 (continued)
Germany
Spain
France
Ireland
Italy
Portugal
UK
ARCH family
regression
(Robust)
Prais-
Winsten
Prais-
Winsten
Prais-
Winsten
Prais-
Winsten
Prais-
Winsten
Prais-
Winsten
Model
LM test for autoregressive conditional heteroske-
dasticity (ARCH)
0.868
[0.351]
0.040
[0.840]
0.436
[0.508]
1.630
[0.201]
0.155
[0.693]
0.566
[0.451]
9.841*
[0.001]
Note : *Statistically significant at 5 %; **Statistically significant at 10 %
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