Table 3 Orthogonal Reparameterization Results for the N-MHSS ADL(1, 1) Model

\({\mathrm{SLP}}_{i,t}\)

0.025

[\(-\) 0.093, 0.141]

0.060

[\(-\) 0.268, 0.340]

\({\mathrm{SLP}}_{i,t-1}\)

0.097

[\(-\) 0.019, 0.210]

0.232

[\(-\) 0.048, 0.571]

\({\Delta \mathrm{GVFm}}_{i,t}\)

\(-\) 0.064

[\(-\) 0.220, 0.088]

\(-\) 0.152

[\(-\) 0.632, 0.210]

\({\Delta \mathrm{GVFm}}_{i,t-1}\)

0.002

[\(-\) 0.152, 0.160]

0.005

[\(-\) 0.398, 0.417]