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Table 9 Illinois vector error-correction model

From: The impact of the coronavirus on African American unemployment: lessons from history

  African American Unemployment ΔUER_AAt Whites Unemployment
ΔUER_Wt
Latin
Unemployment
ΔUER_Lt
GDP
ΔGDP_Lt
ce1t-1 − 1.12**
(.521)
.029
(.270)
− .675
(.433)
− 3989
(2941)
ce2t-1 3.20**
(1.41)
− .000
(.000)
− .000**
(.000)
− .093
(.079)
ΔUER_AAt-1 .117
(.337)
.027
(.175)
.471
(.280)
228
(1903)
ΔUER_AAt-2 − .04
(.252)
.126
(.131)
.398
(.209)
− 363
(1420)
ΔUER_Wt-1 − 2.34
(1.255)
− .320
(.650)
− 1.60
(1.042)
− 2913
(7083)
ΔUER_Wt-2 − .453
(1.11)
− .066
(.577)
− .953
(.924)
− 5102
(6280)
ΔUER_Lt-1 1.085**
(.430)
.371
(.223)
.545
(.357)
649
(2428)
ΔUER_Lt-2 .173
(.359)
0.050
(.186)
.160
(.298)
649
(2428)
ΔGDP_Lt-1 − .000
(.000)
− .000
(.000)
− .000
(.000)
.407
(.286)
ΔGDP_Lt-2 − .000
.000
.000
(0.000)
.000
(.000)
− .068
(.297)
Constant − .954
(.959)
.502
(.497)
.453
(.796)
.002
(5413)
Normality Test
Jarque–Bera
\({X}^{2}\)
(p-value)
.719
(.697)
.960
(.619)
1.280
(.527)
1.617
(.446)
Autocorrelation
\({X}^{2}\)
(p-value)
Lag(1) 9.3375
(.899)
Lag(2) 13.576
(.630)
  1. N = 36; Standard error in parentheses; **5% sig level; ***1% sig level