0

I would to like to change my question from the previous one (https://tex.stackexchange.com/questions/196450/subtable-as-sidewaystable-over-three-pages): Instead of putting subtables I would just like to have one table spanning over multiple pages.

For now I using -sidewaystable-, but according to the answers to some question it is not possible to span multiple pages within the -sidewaystable- environment. therefore I trying to convert my -sidewaystable- to the -lscape- -longtable- but I couldnt make it work.

\begin{sidewaystable}[tp!]
\setlength\tabcolsep{0.1pt}  % default value: 6.0pt
\caption{Regression by Subperiods and Test of Difference in the corresponding Slope}
\footnotesize
\begin{threeparttable}
%\begin{tablenotes}[flushleft]\singlespacing
%\setlength\labelsep{0pt}
%\item M subtable-specific footnote \\
%\end{tablenotes}
\begin{minipage}{\textheight}
test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test
\bigskip

\end{minipage}
\begin{tabular*}{\textwidth}%
  { @{\extracolsep{\fill}} l d{2.4} d{2.2} d{2.4} d{2.2} d{2.4} d{2.2} d{2.4} d{2.2} d{2.4} d{2.2} @{} }
\toprule
& \multicolumn{2}{c}{\hphantom{$-$}Pre-Crisis$\hphantom{^{***}}$} & \multicolumn{2}{c}{\hphantom{$-$}Crisis$\hphantom{^{***}}$} & \multicolumn{2}{c}{\hphantom{$-$}Post-Crisis$\hphantom{^{***}}$} & \multicolumn{2}{c}{\hphantom{$-$}Crisis vs Pre-Crisis$\hphantom{^{***}}$} & \multicolumn{2}{c}{\hphantom{$-$}Post-Crisis vs Crisis$\hphantom{^{***}}$} \\
\cmidrule{2-3} \cmidrule{4-5} \cmidrule{6-7} \cmidrule{8-9} \cmidrule{10-11} 
Variables & \mc{\hphantom{$-$}Estimate$\hphantom{^{***}}$} & \mc{\hphantom{$-$}t$-$Value$\hphantom{^{**}}$} & \mc{\hphantom{$-$}Estimate$\hphantom{^{***}}$} & \mc{\hphantom{$-$}t$-$Value$\hphantom{^{**}}$} & \mc{\hphantom{$-$}Estimate$\hphantom{^{***}}$} & \mc{\hphantom{$-$}t$-$Value$\hphantom{^{**}}$} &\mc{\hphantom{$-$}Estimate$\hphantom{^{***}}$} & \mc{\hphantom{$-$}t$-$Value$\hphantom{^{**}}$} &\mc{\hphantom{$-$}Estimate$\hphantom{^{***}}$} & \mc{\hphantom{$-$}t$-$Value$\hphantom{^{**}}$} \\ [0.5ex]
\midrule
\multicolumn{11}{l}{\textbf{Panel A.1:} Regression of CDS Return on adjusted DSUE1} \\ [0.5ex]
Intercept
 & \mc{\hphantom{$-$}0.0023$\hphantom{^{***}}$} & \mc{\hphantom{$-$}0.3$\hphantom{^{**}}$} & \mc{\hphantom{$-$}0.0436$^{**}\hphantom{^{*}}$} & \mc{\hphantom{$-$}2.2$\hphantom{^{**}}$} & \mc{$-$0.0333$^{***}$} & -3.31 & \mc{\hphantom{$-$}0.0413$^{*}\hphantom{^{**}}$} & \mc{\hphantom{$-$}1.92$\hphantom{^{**}}$} & \mc{\hphantom{$-$}0.0769$^{***}$} & \mc{\hphantom{$-$}3.57$\hphantom{^{**}}$} \\
DSUE
 & \mc{$-$0.0009$\hphantom{^{***}}$} & \mc{$-$0.07$\hphantom{^{**}}$} & \mc{$-$0.0337$\hphantom{^{***}}$} & \mc{$-$1.12$\hphantom{^{**}}$} & \mc{\hphantom{$-$}0.0061$\hphantom{^{**}}$} & \mc{\hphantom{$-$}0.34$\hphantom{^{**}}$} & \mc{$-$0.0328$\hphantom{^{***}}$} & \mc{$-$1.01$\hphantom{^{**}}$} & \mc{$-$0.0398$\hphantom{^{***}}$} & \mc{$-$1.20$\hphantom{^{**}}$} \\
BHAR
 & \mc{$-$0.6482$^{***}$} & \mc{$-$6.6$\hphantom{^{**}}$} & \mc{$-$0.7465$^{***}$} & \mc{$-$7.78$\hphantom{^{**}}$} & \mc{$-$1.1101$^{***}$} & \mc{$-$12.43$\hphantom{^{**}}$} & \mc{$-$0.0983$\hphantom{^{***}}$} & \mc{$-$0.81$\hphantom{^{**}}$} & \mc{\hphantom{$-$}0.3635$^{***}$} & \mc{\hphantom{$-$}3.50$\hphantom{^{**}}$} \\
$\Delta$VOLA
 & \mc{\hphantom{$-$}21.0066$^{***}$} & \mc{\hphantom{$-$}4.66$\hphantom{^{**}}$} & \mc{\hphantom{$-$}6.8143$\hphantom{^{***}}$} & \mc{\hphantom{$-$}1.42$\hphantom{^{**}}$} & \mc{\hphantom{$-$}7.4429$^{***}$} & \mc{\hphantom{$-$}3.73$\hphantom{^{**}}$} & \mc{$-$14.1922$^{**}\hphantom{^{*}}$} & \mc{$-$2.17$\hphantom{^{**}}$} & \mc{$-$0.6286$\hphantom{^{***}}$} & \mc{$-$0.12$\hphantom{^{**}}$} \\
$\Delta$LEVERAGE
 & \mc{\hphantom{$-$}0.0369$\hphantom{^{***}}$} & \mc{\hphantom{$-$}0.24$\hphantom{^{**}}$} & \mc{\hphantom{$-$}0.2296$\hphantom{^{***}}$} & \mc{\hphantom{$-$}0.86$\hphantom{^{**}}$} & \mc{\hphantom{$-$}0.4084$^{**}\hphantom{^{*}}$} & \mc{\hphantom{$-$}2.17$\hphantom{^{**}}$} & \mc{\hphantom{$-$}0.1927$\hphantom{^{***}}$} & \mc{\hphantom{$-$}0.63$\hphantom{^{**}}$} & \mc{$-$0.1788$\hphantom{^{***}}$} & \mc{$-$0.56$\hphantom{^{**}}$} \\
UPGRADE
 & \mc{$-$0.0135$\hphantom{^{***}}$} & \mc{$-$0.42$\hphantom{^{**}}$} & \mc{$-$0.0289$\hphantom{^{***}}$} & \mc{$-$0.47$\hphantom{^{**}}$} & \mc{\hphantom{$-$}0.0205$\hphantom{^{***}}$} & \mc{\hphantom{$-$}0.56$\hphantom{^{**}}$} & \mc{$-$0.0155$\hphantom{^{***}}$} & \mc{$-$0.22$\hphantom{^{**}}$} & \mc{$-$0.0494$\hphantom{^{***}}$} & \mc{$-$0.71$\hphantom{^{**}}$} \\
DOWNGRADE
 & \mc{\hphantom{$-$}0.0885$^{**}\hphantom{^{*}}$} & \mc{\hphantom{$-$}2.41$\hphantom{^{**}}$} & \mc{\hphantom{$-$}0.0625$\hphantom{^{***}}$} & \mc{\hphantom{$-$}0.85$\hphantom{^{**}}$} & \mc{\hphantom{$-$}0.0265$\hphantom{^{***}}$} & \mc{\hphantom{$-$}1.55$\hphantom{^{**}}$} & \mc{$-$0.026$\hphantom{^{***}}$} & \mc{$-$0.33$\hphantom{^{**}}$} & \mc{\hphantom{$-$}0.0360$\hphantom{^{***}}$} & \mc{\hphantom{$-$}0.47$\hphantom{^{**}}$} \\
$\Delta$SPOT
 & \mc{$-$3.9919$^{***}$} & \mc{$-$3.03$\hphantom{^{**}}$} & \mc{$-$19.8533$^{***}$} & \mc{$-$10.61$\hphantom{^{**}}$} & \mc{$-$2.9600$^{*}\hphantom{^{**}}$} & \mc{$-$1.67$\hphantom{^{**}}$} & \mc{$-$15.8614$^{***}$} & \mc{$-$6.99$\hphantom{^{**}}$} & \mc{$-$16.8934$^{***}$} & \mc{$-$6.78$\hphantom{^{**}}$} \\
$\Delta$SLOPE
 & \mc{\hphantom{$-$}4.0974$^{*}\hphantom{^{**}}$} & \mc{\hphantom{$-$}1.65$\hphantom{^{**}}$} & \mc{\hphantom{$-$}10.5626$^{***}$} & \mc{\hphantom{$-$}4.23$\hphantom{^{**}}$} & \mc{$-$35.4071$^{***}$} & \mc{$-$12.47$\hphantom{^{**}}$} & \mc{\hphantom{$-$}6.4652$^{*}\hphantom{^{**}}$} & \mc{\hphantom{$-$}1.76$\hphantom{^{**}}$} & \mc{\hphantom{$-$}45.9697$^{***}$} & \mc{\hphantom{$-$}11.66$\hphantom{^{**}}$} \\
Time dummies
 & \mc{\hphantom{$-$}No$\hphantom{^{***}}$} &  & \mc{\hphantom{$-$}No$\hphantom{^{***}}$} &  & \mc{\hphantom{$-$}No$\hphantom{^{***}}$} &  &  &  &  &  \\
N
 & \mc{\hphantom{$-$}3,284$\hphantom{^{***}}$} &  & \mc{\hphantom{$-$}2,246$\hphantom{^{***}}$} &  & \mc{\hphantom{$-$}4,284$\hphantom{^{***}}$} &  &  &  &  &  \\
Adj. R$^{2}$
 & \mc{\hphantom{$-$}0.0813$\hphantom{^{***}}$} &  & \mc{\hphantom{$-$}0.1299$\hphantom{^{***}}$} &  & \mc{\hphantom{$-$}0.2432$\hphantom{^{***}}$} &  &  &  &  & \\ [0.5ex]
\midrule
\multicolumn{11}{l}{\textbf{Panel A.2:} Regression of Equity Return on adjusted DSUE1} \\ [0.5ex]
Intercept
 & \mc{$-$0.7399$^{***}$} & \mc{$-$3.24$\hphantom{^{**}}$} & \mc{$-$2.6732$^{***}$} & \mc{$-$6.27$\hphantom{^{**}}$} & \mc{$-$0.5289$^{**}\hphantom{^{*}}$} & \mc{$-$2.00$\hphantom{^{**}}$} & \mc{$-$1.9333$^{***}$} & \mc{$-$4.21$\hphantom{^{**}}$} & \mc{$-$2.1442$^{***}$} & \mc{$-$4.14$\hphantom{^{**}}$} \\
DSUE
 & \mc{\hphantom{$-$}3.0042$^{***}$} & \mc{\hphantom{$-$}7.80$\hphantom{^{**}}$} & \mc{\hphantom{$-$}5.0330$^{***}$} & \mc{\hphantom{$-$}6.77$\hphantom{^{**}}$} & \mc{\hphantom{$-$}1.4141$^{***}$} & \mc{\hphantom{$-$}3.01$\hphantom{^{**}}$} & \mc{\hphantom{$-$}2.0288$^{**}\hphantom{^{*}}$} & \mc{\hphantom{$-$}2.43$\hphantom{^{**}}$} & \mc{\hphantom{$-$}3.6189$^{***}$} & \mc{\hphantom{$-$}4.14$\hphantom{^{**}}$} \\
Time dummies
 & \mc{\hphantom{$-$}No$\hphantom{^{***}}$} &  & \mc{\hphantom{$-$}No$\hphantom{^{***}}$} &  & \mc{\hphantom{$-$}No$\hphantom{^{***}}$} &  &  &  &  &  \\
N
 & \mc{\hphantom{$-$}4,605$\hphantom{^{***}}$} &  & \mc{\hphantom{$-$}3,069$\hphantom{^{***}}$} &  & \mc{\hphantom{$-$}5,673$\hphantom{^{***}}$} &  &  &  &  &  \\
Adj. R$^{2}$
 & \mc{\hphantom{$-$}0.0117$\hphantom{^{***}}$} &  & \mc{\hphantom{$-$}0.0185$\hphantom{^{***}}$} &  & \mc{\hphantom{$-$}0.0020$\hphantom{^{***}}$} &  &  &  &  & \\ [0.5ex]
\midrule
\multicolumn{11}{l}{\textbf{Panel B.1:} Regression of CDS Return on adjusted DSUE2} \\ [0.5ex]
\midrule
Intercept & 0.0031 & 0.39 & 0.0520*** & 2.68 & -0.0324*** & -2.95 & 0.0489** & 2.29 & 0.0843*** & 3.88 \\
DSUE & -0.0042 & -0.31 & -0.0510* & -1.77 & 0.0061 & 0.32 & -0.0468 & -1.47 & -0.0571* & -1.70 \\
BHAR & -0.6383*** & -6.46 & -0.7631*** & -7.83 & -1.1035*** & -12.55 & -0.1249 & -1.02 & 0.3404*** & 3.37 \\
DVOLA & 20.6975*** & 4.64 & 6.3294 & 1.35 & 7.6164*** & 3.85 & -14.3682** & -2.24 & -1.2870 & -0.25 \\
DLEVERAGE & 0.0051 & 0.03 & 0.2312 & 0.88 & 0.4389** & 2.34 & 0.2261 & 0.76 & -0.2078 & -0.66 \\
UPGRADE & -0.013 & -0.41 & -0.0285 & -0.47 & 0.0196 & 0.54 & -0.0156 & -0.22 & -0.0482 & -0.69 \\
DOWNGRADE & 0.0917** & 2.51 & 0.0708 & 1.01 & 0.0252 & 1.48 & -0.0209 & -0.27 & 0.0456 & 0.62 \\
DSPOT & -4.4481*** & -3.35 & -20.2957*** & -10.89 & -3.1137* & -1.76 & -15.8476*** & -6.91 & -17.1820*** & -6.93 \\
DSLOPE & 3.7413 & 1.53 & 10.4984*** & 4.21 & -35.0173*** & -12.35 & 6.7571* & 1.87 & 45.5157*** & 11.61 \\
Time dummies & No &  & No &  & No &  &  &  &  &  \\
Observations & 3,291 &  & 2,247 &  & 4,283 &  &  &  &  &  \\
Adjusted R-squared & 0.0799 &  & 0.1349 &  & 0.2429 &  &  &  &  & \\
\bottomrule
\end{tabular*}
\begin{tablenotes}
\item[a] A subtable-specific footnote
test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test
\end{tablenotes}

\end{threeparttable}
\end{sidewaystable}

Is there a way to "convert" this environment to the -lscape- -longtable- environment keeping the -dcolumn- properties? or do you have any other suggestions how to proceed under this circumstances?

thank you very much

2

You can use threeparttablex. Here is an attempt.

\documentclass{article}

\usepackage{threeparttable}
\usepackage{booktabs}
\usepackage{dcolumn}
\usepackage{longtable}
\usepackage{threeparttablex}
\usepackage{pdflscape}
\newcolumntype{d}[1]{D{.}{.}{#1}}
\newcommand\mc[1]{\multicolumn{1}{c}{#1}}

\begin{document}
\begin{landscape}
\setlength\tabcolsep{0.1pt}
\LTcapwidth=\linewidth
\begin{ThreePartTable}
  \begin{TableNotes}  %%% This should come before longtable and it is not tablenotes but TableNotes
  \small
  \item[a] test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test test
  \end{TableNotes}
\begin{longtable}{ @{}>{\raggedright} p{2.5cm} d{2.4} d{2.2} d{2.4} d{2.2} d{2.4} d{2.2} d{2.4} d{2.2} d{2.4} d{2.2} @{} }
  \caption{Regression by Subperiods and Test of Difference in the corresponding Slope}
  \\[-2ex]\toprule
  & \multicolumn{2}{c}{\hphantom{$-$}Pre-Crisis$\hphantom{^{***}}$} & \multicolumn{2}{c}{\hphantom{$-$}Crisis$\hphantom{^{***}}$} & \multicolumn{2}{c}{\hphantom{$-$}Post-Crisis$\hphantom{^{***}}$} & \multicolumn{2}{c}{\hphantom{$-$}Crisis vs Pre-Crisis$\hphantom{^{***}}$} & \multicolumn{2}{c}{\hphantom{$-$}Post-Crisis vs Crisis$\hphantom{^{***}}$} \\
\cmidrule{2-3} \cmidrule{4-5} \cmidrule{6-7} \cmidrule{8-9} \cmidrule{10-11}
Variables & \mc{\hphantom{$-$}Estimate$\hphantom{^{***}}$} & \mc{\hphantom{$-$}t$-$Value$\hphantom{^{**}}$} & \mc{\hphantom{$-$}Estimate$\hphantom{^{***}}$} & \mc{\hphantom{$-$}t$-$Value$\hphantom{^{**}}$} & \mc{\hphantom{$-$}Estimate$\hphantom{^{***}}$} & \mc{\hphantom{$-$}t$-$Value$\hphantom{^{**}}$} &\mc{\hphantom{$-$}Estimate$\hphantom{^{***}}$} & \mc{\hphantom{$-$}t$-$Value$\hphantom{^{**}}$} &\mc{\hphantom{$-$}Estimate$\hphantom{^{***}}$} & \mc{\hphantom{$-$}t$-$Value$\hphantom{^{**}}$} \\ \midrule
  \endfirsthead

\multicolumn{11}{c}{{\bfseries \tablename\ \thetable{} -- continued from previous
page}}\\
\toprule
& \multicolumn{2}{c}{\hphantom{$-$}Pre-Crisis$\hphantom{^{***}}$} & \multicolumn{2}{c}{\hphantom{$-$}Crisis$\hphantom{^{***}}$} & \multicolumn{2}{c}{\hphantom{$-$}Post-Crisis$\hphantom{^{***}}$} & \multicolumn{2}{c}{\hphantom{$-$}Crisis vs Pre-Crisis$\hphantom{^{***}}$} & \multicolumn{2}{c}{\hphantom{$-$}Post-Crisis vs Crisis$\hphantom{^{***}}$} \\
\cmidrule{2-3} \cmidrule{4-5} \cmidrule{6-7} \cmidrule{8-9} \cmidrule{10-11}
Variables & \mc{\hphantom{$-$}Estimate$\hphantom{^{***}}$} & \mc{\hphantom{$-$}t$-$Value$\hphantom{^{**}}$} & \mc{\hphantom{$-$}Estimate$\hphantom{^{***}}$} & \mc{\hphantom{$-$}t$-$Value$\hphantom{^{**}}$} & \mc{\hphantom{$-$}Estimate$\hphantom{^{***}}$} & \mc{\hphantom{$-$}t$-$Value$\hphantom{^{**}}$} &\mc{\hphantom{$-$}Estimate$\hphantom{^{***}}$} & \mc{\hphantom{$-$}t$-$Value$\hphantom{^{**}}$} &\mc{\hphantom{$-$}Estimate$\hphantom{^{***}}$} & \mc{\hphantom{$-$}t$-$Value$\hphantom{^{**}}$} \\ 
\midrule
\endhead

\midrule
\multicolumn{11}{r}{{Continued on next page}} \\
\midrule
\endfoot
\bottomrule
\insertTableNotes         %% this added
\endlastfoot

\multicolumn{11}{l}{\textbf{Panel A.1:} Regression of CDS Return on adjusted DSUE1} \\ [0.5ex]
Intercept
 & \mc{\hphantom{$-$}0.0023$\hphantom{^{***}}$} & \mc{\hphantom{$-$}0.3$\hphantom{^{**}}$} & \mc{\hphantom{$-$}0.0436$^{**}\hphantom{^{*}}$} & \mc{\hphantom{$-$}2.2$\hphantom{^{**}}$} & \mc{$-$0.0333$^{***}$} & -3.31 & \mc{\hphantom{$-$}0.0413$^{*}\hphantom{^{**}}$} & \mc{\hphantom{$-$}1.92$\hphantom{^{**}}$} & \mc{\hphantom{$-$}0.0769$^{***}$} & \mc{\hphantom{$-$}3.57$\hphantom{^{**}}$} \\
DSUE
 & \mc{$-$0.0009$\hphantom{^{***}}$} & \mc{$-$0.07$\hphantom{^{**}}$} & \mc{$-$0.0337$\hphantom{^{***}}$} & \mc{$-$1.12$\hphantom{^{**}}$} & \mc{\hphantom{$-$}0.0061$\hphantom{^{**}}$} & \mc{\hphantom{$-$}0.34$\hphantom{^{**}}$} & \mc{$-$0.0328$\hphantom{^{***}}$} & \mc{$-$1.01$\hphantom{^{**}}$} & \mc{$-$0.0398$\hphantom{^{***}}$} & \mc{$-$1.20$\hphantom{^{**}}$} \\
BHAR
 & \mc{$-$0.6482$^{***}$} & \mc{$-$6.6$\hphantom{^{**}}$} & \mc{$-$0.7465$^{***}$} & \mc{$-$7.78$\hphantom{^{**}}$} & \mc{$-$1.1101$^{***}$} & \mc{$-$12.43$\hphantom{^{**}}$} & \mc{$-$0.0983$\hphantom{^{***}}$} & \mc{$-$0.81$\hphantom{^{**}}$} & \mc{\hphantom{$-$}0.3635$^{***}$} & \mc{\hphantom{$-$}3.50$\hphantom{^{**}}$} \\
$\Delta$VOLA
 & \mc{\hphantom{$-$}21.0066$^{***}$} & \mc{\hphantom{$-$}4.66$\hphantom{^{**}}$} & \mc{\hphantom{$-$}6.8143$\hphantom{^{***}}$} & \mc{\hphantom{$-$}1.42$\hphantom{^{**}}$} & \mc{\hphantom{$-$}7.4429$^{***}$} & \mc{\hphantom{$-$}3.73$\hphantom{^{**}}$} & \mc{$-$14.1922$^{**}\hphantom{^{*}}$} & \mc{$-$2.17$\hphantom{^{**}}$} & \mc{$-$0.6286$\hphantom{^{***}}$} & \mc{$-$0.12$\hphantom{^{**}}$} \\
$\Delta$LEVERAGE
 & \mc{\hphantom{$-$}0.0369$\hphantom{^{***}}$} & \mc{\hphantom{$-$}0.24$\hphantom{^{**}}$} & \mc{\hphantom{$-$}0.2296$\hphantom{^{***}}$} & \mc{\hphantom{$-$}0.86$\hphantom{^{**}}$} & \mc{\hphantom{$-$}0.4084$^{**}\hphantom{^{*}}$} & \mc{\hphantom{$-$}2.17$\hphantom{^{**}}$} & \mc{\hphantom{$-$}0.1927$\hphantom{^{***}}$} & \mc{\hphantom{$-$}0.63$\hphantom{^{**}}$} & \mc{$-$0.1788$\hphantom{^{***}}$} & \mc{$-$0.56$\hphantom{^{**}}$} \\
UPGRADE
 & \mc{$-$0.0135$\hphantom{^{***}}$} & \mc{$-$0.42$\hphantom{^{**}}$} & \mc{$-$0.0289$\hphantom{^{***}}$} & \mc{$-$0.47$\hphantom{^{**}}$} & \mc{\hphantom{$-$}0.0205$\hphantom{^{***}}$} & \mc{\hphantom{$-$}0.56$\hphantom{^{**}}$} & \mc{$-$0.0155$\hphantom{^{***}}$} & \mc{$-$0.22$\hphantom{^{**}}$} & \mc{$-$0.0494$\hphantom{^{***}}$} & \mc{$-$0.71$\hphantom{^{**}}$} \\
DOWNGRADE
 & \mc{\hphantom{$-$}0.0885$^{**}\hphantom{^{*}}$} & \mc{\hphantom{$-$}2.41$\hphantom{^{**}}$} & \mc{\hphantom{$-$}0.0625$\hphantom{^{***}}$} & \mc{\hphantom{$-$}0.85$\hphantom{^{**}}$} & \mc{\hphantom{$-$}0.0265$\hphantom{^{***}}$} & \mc{\hphantom{$-$}1.55$\hphantom{^{**}}$} & \mc{$-$0.026$\hphantom{^{***}}$} & \mc{$-$0.33$\hphantom{^{**}}$} & \mc{\hphantom{$-$}0.0360$\hphantom{^{***}}$} & \mc{\hphantom{$-$}0.47$\hphantom{^{**}}$} \\
$\Delta$SPOT
 & \mc{$-$3.9919$^{***}$} & \mc{$-$3.03$\hphantom{^{**}}$} & \mc{$-$19.8533$^{***}$} & \mc{$-$10.61$\hphantom{^{**}}$} & \mc{$-$2.9600$^{*}\hphantom{^{**}}$} & \mc{$-$1.67$\hphantom{^{**}}$} & \mc{$-$15.8614$^{***}$} & \mc{$-$6.99$\hphantom{^{**}}$} & \mc{$-$16.8934$^{***}$} & \mc{$-$6.78$\hphantom{^{**}}$} \\
$\Delta$SLOPE
 & \mc{\hphantom{$-$}4.0974$^{*}\hphantom{^{**}}$} & \mc{\hphantom{$-$}1.65$\hphantom{^{**}}$} & \mc{\hphantom{$-$}10.5626$^{***}$} & \mc{\hphantom{$-$}4.23$\hphantom{^{**}}$} & \mc{$-$35.4071$^{***}$} & \mc{$-$12.47$\hphantom{^{**}}$} & \mc{\hphantom{$-$}6.4652$^{*}\hphantom{^{**}}$} & \mc{\hphantom{$-$}1.76$\hphantom{^{**}}$} & \mc{\hphantom{$-$}45.9697$^{***}$} & \mc{\hphantom{$-$}11.66$\hphantom{^{**}}$} \\
Time dummies
 & \mc{\hphantom{$-$}No$\hphantom{^{***}}$} &  & \mc{\hphantom{$-$}No$\hphantom{^{***}}$} &  & \mc{\hphantom{$-$}No$\hphantom{^{***}}$} &  &  &  &  &  \\
N
 & \mc{\hphantom{$-$}3,284$\hphantom{^{***}}$} &  & \mc{\hphantom{$-$}2,246$\hphantom{^{***}}$} &  & \mc{\hphantom{$-$}4,284$\hphantom{^{***}}$} &  &  &  &  &  \\
Adj. R$^{2}$
 & \mc{\hphantom{$-$}0.0813$\hphantom{^{***}}$} &  & \mc{\hphantom{$-$}0.1299$\hphantom{^{***}}$} &  & \mc{\hphantom{$-$}0.2432$\hphantom{^{***}}$} &  &  &  &  & \\ [0.5ex]
\midrule
\multicolumn{11}{l}{\textbf{Panel A.2:} Regression of Equity Return on adjusted DSUE1} \\ [0.5ex]
Intercept
 & \mc{$-$0.7399$^{***}$} & \mc{$-$3.24$\hphantom{^{**}}$} & \mc{$-$2.6732$^{***}$} & \mc{$-$6.27$\hphantom{^{**}}$} & \mc{$-$0.5289$^{**}\hphantom{^{*}}$} & \mc{$-$2.00$\hphantom{^{**}}$} & \mc{$-$1.9333$^{***}$} & \mc{$-$4.21$\hphantom{^{**}}$} & \mc{$-$2.1442$^{***}$} & \mc{$-$4.14$\hphantom{^{**}}$} \\
DSUE
 & \mc{\hphantom{$-$}3.0042$^{***}$} & \mc{\hphantom{$-$}7.80$\hphantom{^{**}}$} & \mc{\hphantom{$-$}5.0330$^{***}$} & \mc{\hphantom{$-$}6.77$\hphantom{^{**}}$} & \mc{\hphantom{$-$}1.4141$^{***}$} & \mc{\hphantom{$-$}3.01$\hphantom{^{**}}$} & \mc{\hphantom{$-$}2.0288$^{**}\hphantom{^{*}}$} & \mc{\hphantom{$-$}2.43$\hphantom{^{**}}$} & \mc{\hphantom{$-$}3.6189$^{***}$} & \mc{\hphantom{$-$}4.14$\hphantom{^{**}}$} \\
Time dummies
 & \mc{\hphantom{$-$}No$\hphantom{^{***}}$} &  & \mc{\hphantom{$-$}No$\hphantom{^{***}}$} &  & \mc{\hphantom{$-$}No$\hphantom{^{***}}$} &  &  &  &  &  \\
N
 & \mc{\hphantom{$-$}4,605$\hphantom{^{***}}$} &  & \mc{\hphantom{$-$}3,069$\hphantom{^{***}}$} &  & \mc{\hphantom{$-$}5,673$\hphantom{^{***}}$} &  &  &  &  &  \\
Adj. R$^{2}$
 & \mc{\hphantom{$-$}0.0117$\hphantom{^{***}}$} &  & \mc{\hphantom{$-$}0.0185$\hphantom{^{***}}$} &  & \mc{\hphantom{$-$}0.0020$\hphantom{^{***}}$} &  &  &  &  & \\ [0.5ex]
\midrule
\multicolumn{11}{l}{\textbf{Panel B.1:} Regression of CDS Return on adjusted DSUE2} \\ [0.5ex]
\midrule
Intercept & 0.0031 & 0.39 & 0.0520*** & 2.68 & -0.0324*** & -2.95 & 0.0489** & 2.29 & 0.0843*** & 3.88 \\
DSUE & -0.0042 & -0.31 & -0.0510* & -1.77 & 0.0061 & 0.32 & -0.0468 & -1.47 & -0.0571* & -1.70 \\
BHAR & -0.6383*** & -6.46 & -0.7631*** & -7.83 & -1.1035*** & -12.55 & -0.1249 & -1.02 & 0.3404*** & 3.37 \\
DVOLA & 20.6975*** & 4.64 & 6.3294 & 1.35 & 7.6164*** & 3.85 & -14.3682** & -2.24 & -1.2870 & -0.25 \\
DLEVERAGE & 0.0051 & 0.03 & 0.2312 & 0.88 & 0.4389** & 2.34 & 0.2261 & 0.76 & -0.2078 & -0.66 \\
UPGRADE & -0.013 & -0.41 & -0.0285 & -0.47 & 0.0196 & 0.54 & -0.0156 & -0.22 & -0.0482 & -0.69 \\
DOWNGRADE & 0.0917** & 2.51 & 0.0708 & 1.01 & 0.0252 & 1.48 & -0.0209 & -0.27 & 0.0456 & 0.62 \\
DSPOT & -4.4481*** & -3.35 & -20.2957*** & -10.89 & -3.1137* & -1.76 & -15.8476*** & -6.91 & -17.1820*** & -6.93 \\
DSLOPE & 3.7413 & 1.53 & 10.4984*** & 4.21 & -35.0173*** & -12.35 & 6.7571* & 1.87 & 45.5157*** & 11.61 \\
Time dummies & No &  & No &  & No &  &  &  &  &  \\
Observations & 3,291 &  & 2,247 &  & 4,283 &  &  &  &  &  \\
Adjusted R-squared & 0.0799 &  & 0.1349 &  & 0.2429 &  &  &  &  & \\

  \end{longtable}
  \end{ThreePartTable}
  \end{landscape}

  \end{document}

enter image description here

  • Dear Harish, thank you that loonks amazing! (In my provided code I did not just the alignment of the values in the column, but it works!) – eternity1 Aug 15 '14 at 14:52

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.