This is the first time I write a document (thesis) in LaTeX and I put a lot of effort the past few months in trying to learn the basics of latex. I experience particular difficulties in making nice looking tables. I recently discovered the ''threeparttable'' package. I can make it work in the first table of my MWE. The notes of these tables have a linespread of 1.0, as I prefer. However, it seems that it does not work with the ''longtable'' environment (Table 2 in my MWE), in table 3 of my MWE, ''sidewaystable'' environment (table 4 in my MWE) and ''pdflandscape'' envoirement (the last table in my MWE). How can I make threeparttable work with the use of these environments?
- one extra question related to Table 3: how can I align the numbers that shown at observations (at the bottom of the table) to the other numbers in the same row?
Other suggestions in making these tables look nicer are also welcome 🙂
Thank you!
\documentclass[11pt]{article}
\usepackage[textwidth=155mm,top=23.5mm,bottom=23.5mm,
footskip=40pt,heightrounded]{geometry}
\usepackage{rotating}
\usepackage[skip=0.33\baselineskip]{caption}
\usepackage[table,xcdraw]{xcolor}
\usepackage{threeparttable}
\usepackage{setspace}
\usepackage{siunitx}
\usepackage{booktabs}
\usepackage{tabularx}
\usepackage{pdflscape}
\usepackage{longtable}
\newcolumntype{L}{>{\raggedright\arraybackslash}X}
\newcommand\vn[1]{\mathrm{#1}}
\onehalfspacing
\begin{document}
\begin{table}[h!]
\begin{threeparttable}
\singlespacing
\caption{Announcement set and expected effect}
\renewcommand{\arraystretch}{1.1}
%\resizebox{\columnwidth}{!}{
\scriptsize
\centering
\setlength\tabcolsep{4pt}
\begin{tabular}{l*{6}{>{\raggedright\arraybackslash}p{1.8cm}}}
\toprule
\multicolumn{1}{l}{} & \multicolumn{1}{l}{QE 1} & \multicolumn{1}{l}{QE 2} & \multicolumn{1}{l}{QE 3} & \multicolumn{1}{l}{FG} & \multicolumn{1}{l}{OT} & \multicolumn{1}{l}{Taper} \\ \midrule
\multicolumn{7}{l}{\textbf{Eq. (8)}} \\
Incorporated ann. & 16-12-2008 , 18-03-2009 & 03-11-2010 & 22-08-2012 & 09-08-2011 & 21-09-2011 & 19-06-2013 \\
Expected effect & $-$ & $-$ & $-$ & $-$ & $-$ & $+$ \\
\multicolumn{7}{l}{\textbf{Eq. (7)}} \\
Incorporated ann. & 25-01-2008, 01-12-2008, 16-12-2008, 18-03-2009 & 27-08-2010, 21-09-2010& 22-08-2012 & 09-08-2011 & 21-09-2011 & 22-05-2013, 19-06-2013 \\
Expected effect & $-$ & $-$ & $-$ & $-$ & $-$ & $+$ \\ \bottomrule
\end{tabular}
\begin{tablenotes}[para,flushleft]
\setlength\labelsep{0pt}
\medskip
\scriptsize{
\item \textbf{Notes}: Announcements, and their expected effect, incorporated in the QE program dummies of Eqs. (7) and (8). The significant but unanticipated findings of Table 4 are not used to examine the effects on the eurozone government bond markets.}
\end{tablenotes}
\end{threeparttable}
\end{table}
\begingroup
\sisetup{input-open-uncertainty = ,
input-close-uncertainty = ,
table-align-text-pre = false,
table-align-text-post = false,
}
\centering
\renewcommand{\arraystretch}{1.2}
{\scriptsize
\begin{longtable}{@{} l l p{5.5cm} p{5.5cm} @{}}
\caption{Announcement dates}\label{tab:grid_mlmmh}\\
\toprule
\multicolumn{1}{@{}l}{Date ($t$)} & {Program} & {Policy Measure} & {Forward Guidance and Other news } \\
\midrule
\endfirsthead
\multicolumn{4}{@{}l}{Table \ref{tab:grid_mlmmh}, cont'd}\\
\addlinespace
\toprule
\multicolumn{1}{@{}l}{Date} & {Program} & {Policy Measure} & {Forward Guidance and Other news} \\
\midrule
\endhead
\bottomrule
\addlinespace
\multicolumn{4}{r@{}}{(cont'd on following page)}\\
\endfoot
\endlastfoot
25-11-2008 & QE1 & Initial LSAP announcement to purchase up to \$100 billion in agency debt and up to \$500 billion in agency MBS. & \\
01-12-2008 & QE1 & Speech of Chairman Bernanke who states that the Fed ''could purchase longer-term Treasuries [...] in substantial quantities.'' & \\
16-12-2008 & QE1 & FOMC statement which indicates that the Fed considers expanding the purchases of agency securities and initiating purchases of Treasury securities. & Forward Guidance announcement of the FOMC: "The Committee anticipates that weak economic conditions
are likely to warrant exceptionally low levels of the Federal Funds
rate for some time." Furthermore, the Fed decided to reduce the Federal Funds rate from 1 \% to between 0 and 0.25 \%. \\
28-01-2009 & QE1 & FOMC statement indicating that the Fed is ready to expand agency debt and MBS purchases and purchasing longer-term Treasuries. & \\
18-03-2009 & QE1 & FOMC statement which announces that the Fed will purchase ''up to an additional \$750 billion of agency MBS'',\$100 billion in agency debt and \$300 billion Treasury securities. & Forward Guidance announcement of the FOMC: "Economic conditions are likely to warrant exceptionally low
levels of the federal funds rate for an extended period."' \\
10-08-2010 & QE1 & Fed decides to keep its holdings of securities constant and to reinvest principal payments from LSAP purchases in Treasuries. & \\
27-08-2010 & QE2 & Bernanke hints at QE2 in his speech at Federal Reserve Bank of Kansas City Symposium. & \\
21-09-2010 & QE2 & FOMC statememt indicating that the Fed will
maintain its existing policy of reinvesting principal payments
from its securities holdings. & \\
15-10-12010 & QE2 & 0 Bernanke’s speech at Boston Fed: “there would appear–all
else being equal-to be a case for further action''. & \\
03-11-2010 & QE2 & Statement announces that the Fed intends to further
purchase \$600 billion in longer-term Treasury securities. & \\
09-08-2011 & FG & “Economic conditions...are likely to warrant exceptionally
low levels for the federal funds rate for at least through mid-
2013.” & \\
21-09-2011 & OT & Fed intends to purchase \$400
billion in Treasuries with remaining maturities of 6–30 years and to sell an
equal amount of Treasuries with remaining maturities of 3 years or less. & \\
25-01-2012 & FG & “Economic conditions [...] are likely to warrant exceptionally
low levels for the federal funds rate for at least through late
2014.” & \\
20-06-2012 & OT & FOMC expands the Operation Twist program by adding additionally \$267 billion in purchases. & \\
22-08-2012 & QE3 & Release of the minutes of the FOMC meeting of August the first where FOMC members judge that
additional monetary accommodation is likely. & \\
\
31-08-12 & QE 3 & Bernanke hints at QE 3 by stating: “The Federal Reserve will provide additional policy accommodation
as needed to promote a stronger economic recovery
and sustained improvement in labour market conditions in a context
of price stability.” & \\
13-09-2012 & QE3 & Fed launches a new \$40
billion per month, open-ended, purchasing program of agency MBS's. & FG the FOMC stating: ''exceptionally low levels for the federal funds rate are likely to
be warranted at least through mid-2015." \\
12-12-2012 & QE3 & Fed would purchase longer-term Treasury securities at a pace of \$45 billion per month. & FG of the FOMC stating: “This exceptionally low range for the federal funds rate will be
appropriate at least as long as the unemployment rate remains
above 6-1/2 percent, inflation be no more than a half percentage point above
the Committee’s 2 percent longer-run goal, and longer-term
inflation expectations continue to be well anchored.” Policy is
expected to remain “highly accommodative” for a “considerable
time” after the end of the asset purchase program''.\\
22-05-2013 & Tapering & Bernanke’s testimony to Congress (also known as “taper tantrum”) where he states: “In the next few meetings, we could take a step down in our pace of purchase.” & \\
19-06-2013 & Tapering & Bernanke’s press conference: “If we see continued improvement and we have confidence that that is going to be sustained, then in the next few meetings, we could take a step down in our pace of purchases.” & \\
18-12-2013 & Tapering & Official Tapering announcement. The Fed decides to taper of securities purchased by \$10 billion per month. & \\ \bottomrule
\end{longtable}}
\medskip
{\setstretch{1.0}
\footnotesize{\textbf{Notes}: The first column of this table shows the official UMP announcements that are released on day $t$. In the case of the eurozone government bond markets, I assess the effects of these announcements on day $t+1$ and day $t+2$. An exception is the announcement on 25-11-2008 which took place on 08:15 EST. For this announcement, I consider the effect on eurozone government bond markets on day $t$ and day $t+1$. FG refers to Forward Guidance and OT to Operation Twist.}}
\normalsize
\endgroup
\begin{table}[h!]
\caption{Estimation Results Eqs. (10) and (11)}
\sisetup{
output-exponent-marker = \text{e},
exponent-product={},
retain-explicit-plus,
input-open-uncertainty = ,
input-close-uncertainty = ,
table-align-text-pre = false,
table-align-text-post = false,
round-mode=places,
round-precision=3,
table-space-text-pre = (,
table-space-text-post = ),
table-number-alignment=center}
\centering\small\renewcommand{\cellalign}{tl}
\begin{tabular}[t]{l*{2}{S[table-format=2.6, table-space-text-post = {***}]}@{}}
\toprule\toprule
\multicolumn{1}{l}{Variable} & \multicolumn{1}{l}{US TP} & \multicolumn{1}{l}{US OIS} \\
\midrule
Constant & 0.059 & -0.095 \\
$\Delta y_{t-1}$ & -0.267*** & \\
\midrule
\multicolumn{3}{c}{\textbf{QE 1}} \\
\midrule
25-11-2008 & 4.142 & -29.389*** \\
\makecell{25-11-2008\\ ($t+1$)} & -1.899 & -6.033 \\
\addlinespace
01-12-2008 & 0.284 & -19.282*** \\
\makecell{01-12-2008\\ ($t+1$)} & 5.071* & -5.366 \\
\addlinespace
16-12-2008 & 0.894 & -30.548*** \\
\makecell{16-12-2008\\ ($t+1$)} & -12.920*** & 0.733 \\
\addlinespace
28-01-2009 & -7.161*** & 13.256** \\
\makecell{28-01-2009\\ ($t+1$)} & -3.065 & 20.982*** \\
\addlinespace
18-03-2009 & -17.389*** & -38.322*** \\
\makecell{18-03-2009\\ ($t+1$)} & -11.911*** & 7.639 \\
\midrule
\multicolumn{3}{c}{\textbf{QE 2}} \\
\midrule
10-08-2010 & -1.085 & -4.305 \\
\makecell{10-08-2010\\ ($t+1$)} & -2.208 & -4.024 \\
\addlinespace
27-08-2010 & -0.260 & 17.874*** \\
\makecell{27-08-2010\\ ($t+1$)} & -0.470 & -12.380** \\
\addlinespace
21-09-2010 & -1.229 & -12.582** \\
\makecell{21-09-2010\\ ($t+1$)} & -3.621 & 0.248 \\
\addlinespace
15-10-2010 & 3.193 & 4.264 \\
\makecell{15-10-2010\\ ($t+1$)} & 1.456 & -5.798 \\
\addlinespace
03-11-2010 & -0.211 & -2.045 \\
\makecell{03-11-2010\\($t+1$)} & -7.182*** & -3.722 \\
\addlinespace
\midrule
\multicolumn{3}{c}{\textbf{FG \& OT}} \\
\midrule
09-08-2011 & 8.191*** & -8.668 \\
\makecell{09-08-2011\\ ($t+1$)} & 2.114 & -14.568** \\
\addlinespace
\end{tabular}
%%%%%%
\hfill\renewcommand{\cellalign}{tl}
\begin{tabular}[t]{l*{2}{S[table-format=2.6, table-space-text-post = {***}]}@{}}
\toprule\toprule
\multicolumn{1}{l}{Variable} & \multicolumn{1}{l}{US TP} & \multicolumn{1}{l}{US OIS} \\
\midrule
20-06-2012 & -2.264 & 3.829 \\%
\makecell{20-06-2012\\ ($t+1$)} & -2.247 & -2.510 \\%
\addlinespace
21-09-2011 & -0.099 & -7.089 \\%
\makecell{21-09-2011\\ ($t+1$)} & -12.643*** & -4.917 \\%
\addlinespace
25-01-2012 & -2.363 & -5.459 \\%
\makecell{25-01-2012\\ ($t+1$)} & -1.170 & -5.140 \\%
\midrule
\multicolumn{3}{c}{\textbf{QE 3}} \\
\midrule
22-08-2012 & 0.217 & -10.419* \\%
\makecell{22-08-2012\\ ($t+1$)} & -4.278*** & -0.952 \\%
\addlinespace
31-08-2012 & 2.075 & -7.103 \\
\makecell{31-08-2012 \\($t+1$)} & -0.130 & 0.816 \\
\addlinespace
13-09-2012 & 7.971*** & -5.310 \\
\makecell{13-09-2012\\ ($t+1$)} & -0.834 & 12.160** \\
\addlinespace
12-12-2012 & 0.063 & 4.113 \\
\makecell{12-12-2012\\ ($t+1$)} & 0.035 & 2.671 \\
\midrule
\multicolumn{3}{c}{\textbf{Tapering}} \\
\midrule
22-05-2013 & -2.957 & 11.709* \\
\makecell{22-05-2013\\($t+1$)} & 1.230 & -1.666 \\
\addlinespace
19-06-2013 & -7.186*** & 18.181*** \\
\makecell{19-06-2013\\ ($t+1$)} & 8.391*** & 6.099 \\
\addlinespace
18-12-2013 & -3.518 & 6.574 \\
\makecell{18-12-2013 \\($t+1$)} & 0.310 & 5.909 \\%
\midrule
$ECB_t$ &-0.515 & 1.801** \\
$ \Delta CESI_{vs}$ & & 0.161*** \\
\midrule
Observations & {1973} & {1994} \\
\makecell{R-squared\\ (adj.)} & 0.135 & 0.096 \\
\bottomrule
\end{tabular}
\medskip
\scriptsize{
Notes: US TP and US OIS refer to the dependent variables in Eqs. (11) and (10), respectively. The results are shown in basis points. Day $t$ refers to the announcement date described in Table 2. *, **, *** denote the 10 percent, 5 percent and 1 percent significance levels, respectively.}
%\end{center}
%\end{minipage}}
\end{table}
\begin{sidewaystable}
\caption{Estimation Results Equation 12}
\sisetup{input-open-uncertainty = ,
input-close-uncertainty = ,
table-align-text-pre = false,
table-align-text-post = false,
round-mode=places,
round-precision=3,
}
\setlength\tabcolsep{0pt}
\small
\begin{tabular*}{\textwidth}{ l @{\extracolsep{\fill}}
*{12}{S[table-format=-2.3,
table-space-text-post = {***}]} }
\toprule
Variable & {Austria} & {Belgium} & {Finland} & {France} & {Germany} & {Netherl.} & {Greece} & {Italy} & {Ireland} & {Portugal} & {Spain} \\
\midrule
Constant & -0.067 & -0.010 & -0.044 & -0.073 & 0.013 & -0.018 & 0.136 & -0.017 & -0.145 & 0.053 & 0.003 \\
QE 1 & -1.849*** & -1.059 & -0.936*** & -3.690*** & -5.896*** & -4.783*** & 0.639 & 2.053 & 6.530*** & 0.442 & 0.658** \\
QE 1 ($t{+}1$) & -3.500 & -4.230** & -5.814*** & -5.979*** & -6.244*** & -5.755*** & -10.341** & -3.975*** & 1.967 & -5.376*** & -2.319** \\
QE 2 & 0.342 & -3.905*** & -0.504* & 0.991*** & -1.894*** & -0.658 & 30.766*** & 5.638*** & 37.893 & 15.763*** & 6.831*** \\
QE 2 ($t{+}1$) & 0.522* & -3.449*** & -0.855 & 0.594*** & 0.096 & -1.065*** & 11.103*** & -5.017*** & 31.425 & -10.836*** & -6.417*** \\
QE 3 & -1.864*** & 3.147 & -0.864*** & -0.541* & -3.056*** & -0.774*** & -3.950 & 1.622*** & -2.682*** & 18.524*** & 5.431*** \\
QE 3 ($t{+}1$) & -1.894*** & -7.920*** & -1.971*** & -1.683*** & -1.470*** & -1.841*** & 26.800*** & -15.558*** & 2.693*** & 0.911 & -12.520*** \\
FG & -0.410 & 0.341 & 2.411*** & 4.263*** & 3.445*** & 1.053*** & 8.496*** & -11.766*** & -5.652*** & 1.900 & -10.116*** \\
FG ($t{+}1$) & -8.580*** & -11.539*** & 0.761*** & -11.181*** & 4.038*** & 0.399** & 16.614*** & -9.676*** & -3.559** & -24.045*** & -3.557*** \\
OT & -1.133** & -2.001 & -1.381*** & -6.644*** & -0.789** & -0.266 & -35.205** & -12.462*** & 10.440*** & -15.524*** & -19.544*** \\
OT ($t{+}1$) & -2.227 & -6.233*** & -1.103*** & 1.309*** & -0.874 & -1.443*** & 20.981 & 13.201*** & 8.346*** & 14.632*** & 4.904 \\
Taper & 4.832 & -1.255 & -2.462 & 2.029*** & 0.217 & 3.740*** & 45.099*** & 3.081*** & 11.397*** & -3.917 & 5.224*** \\
Taper ($t{+}1$) & 11.356 & -2.973 & -11.508 & -0.734 & 1.527*** & -1.603 & 62.386*** & 4.573*** & -7.958*** & -16.712 & 3.125*** \\
\midrule
VSTOXX & 0.096 & 3.966*** & -1.849* & 1.574* & -6.704*** & -1.683*** & 20.598*** & 14.519*** & 14.253*** & 21.830*** & 15.737*** \\
CDS10y & 0.226*** & 0.253*** & -0.085 & 0.163*** & -0.129*** & 0.076*** & 0.035** & 0.526** & 0.349*** & 0.548*** & 0.540*** \\
Quanto CDS & -0.010 & 0.281*** & 0.029 & 0.125*** & & 0.035 & -0.028 & 0.103** & 0.092* & 0.212*** & 0.246*** \\
Bid-ask spr. & 0.072 & 0.216 & 0.004*** & 0.055* & 1.062** & -0.213 & 0.169 & 0.001 & 0.039 & 0.057 & 0.144 \\
CESI & -0.001 & -0.000 & -0.001 & -0.001 & -0.001** & -0.000 & -0.003 & -0.000 & 0.001 & -0.001 & -0.000 \\
ECB ann. & -0.786 & -1.767** & -1.430** & -1.597*** & -0.788* & -1.453* & -2.866** & -1.484* & -1.805** & -1.782* & -2.131* \\
\midrule
$\Delta y_{t-1}$ & -0.141** & 0.049 & -0.195*** & -0.142* & -0.185** & -0.149*** & 0.079* & -0.061* & 0.056* & 0.079* & -0.049 \\
$\Delta y_{t-1,\vn{Italy}}$ & 0.014 & 0.073* & 0.021 & 0.014 & -0.056** & -0.008 & 0.255** & & 0.105* & 0.059 & 0.025 \\
$\Delta y_{t-1,\vn{Spain}}$ & -0.031 & -0.037* & -0.034 & -0.011 & 0.013 & -0.017 & -0.205 & -0.008 & -0.049 & -0.139* & \\
$\Delta y_{t-1,\vn{Portugal}}$ & -0.010 & -0.012 & -0.001 & -0.011 & 0.002 & 0.001 & 0.111 & -0.011 & -0.004 & & -0.029* \\
$\Delta y_{t-1,\vn{Ireland}} $ & 0.033 & 0.024* & 0.022* & 0.035* & 0.016 & 0.001 & -0.020 & 0.027 & & 0.005 & 0.032 \\
$\Delta y_{t-1,\vn{Greece}}$ & -0.000 & -0.001 & -0.000 & -0.002 & 0.001 & -0.000 & & -0.006* & -0.004 & -0.006 & -0.005** \\
ARCH \\
\midrule
Constant & 0.177** & 0.540*** & 0.193** & 0.328*** & 0.174*** & 0.183*** & 7.338*** & 0.516*** & 1.309*** & 0.366*** & 0.440** \\
L.arch & 0.128*** & 0.075*** & 0.151*** & 0.055*** & 0.158*** & 0.167*** & 0.160** & 0.057*** & 0.207*** & 0.218*** & 0.060*** \\
L(2).arch & -0.092** & & -0.117*** & & -0.129*** & -0.133*** & 0.573* & & 0.279* & -0.159*** & \\
L.garch & 0.958*** & 0.909*** & 0.960*** & 0.936*** & 0.965*** & 0.959*** & 0.613*** & 0.932*** & 0.517*** & 0.942*** & 0.933*** \\
\midrule
Obs. & {2111} & {2190} & {2128} & {2039} & {2190} & {2111} & {2190} & {2190} & {1982} & {1965} & {2039}\\
AIC & 6.072635 & 6.174726 & 6.101 & 6.163 & 6.108 & 6.013 & 9.013 & 6.478 & 6.757 & 7.360 & 6.620 \\
BIC & 6.150320 & 6.247496 & 6.178 & 6.240 & 6.181 & 6.091 & 9.086 & 6.549 & 6.836 & 7.439 & 6.695 \\
\bottomrule
\end{tabular*}
\medskip
Notes: The table present the estimation results of equation 12. The dependent variables are in first differences and the results are showed in basis points. Bollerslev-Woolridge standard errors have been used to compute the coefficient covariance matrix. *,**,*** denote the 10 percent, 5 percent and 1 percent significance levels, respectively.
\end{sidewaystable}
\begin{landscape}
\begin{table}[]
\centering
\caption{P-values of Augmented Dickey-Fuller Test}
\label{my-label}
\begin{tabular}{@{}llllllllllllll@{}}
\toprule
Variable & Austria & Belgium & Finland & France & Germany. & Netherl. & Greece & Italy & Ireland & Portugal & Spain & All EU & US \\ \midrule
Yield-OIS (10y) & 0.1807 & 0.1912 & 0.1255 & 0.3142 & 0.1641 & 0.1995 & 0.4182 & 0.4180 & 0.5964 & 0.6333 & 0.4743 & & \textbf{0.0437} \\
CDS 10y & 0.0779 & 0.2706 & 0.3143 & 0.2230 & 0.0938 & 0.2775 & 0.7790 & 0.1399 & 0.2852 & 0.3403 & 0.2272 & & \\
Quanto CDS & \textbf{0.0005} & 0.1273 & \textbf{0.0001} & \textbf{0.0287} & & 0.0718 & 0.6975 & 0.2210 & 0.6008 & 0.5033 & 0.4064 & & \\
Bid-ask spr. & \textbf{0.0000} & \textbf{0.0111} & \textbf{0.0012} & \textbf{0.0000} & \textbf{0.0000} & 0.0021 & \textbf{0.0026} & 0.0000 & 0.3094 & 0.4802 & 0.0000 & & \\
OIS rate (10y) & \multicolumn{1}{c}{} & & & & & & & & & & & 0.8880 & 0.0907 \\
VSTOXX & \multicolumn{1}{c}{\textbf{}} & & & & & & & & & & & \textbf{0.0009} & \\
CESI & \multicolumn{1}{c}{\textbf{}} & & & & & & & & & & & \textbf{0.0246} & \textbf{0.0146} \\ \bottomrule
\end{tabular}
\medskip
Notes: This table shows the p-values of the Augmented Dickey-Fuller (ADF) test. The null hypothesis is that the variable has a unit root. This hypothesis is rejected when the p-value < 0.05 \textbf{(bold)}. The ADF with trend and intercept has been performed if variables have a clear trend. The colomn ''All EU'' shows the p-values for variables that are equal across countries. All variables in this test are measured in level values.
\end{table}
\end{landscape}
\end{document}
Best Answer
This code works fine for me. I replaced
\scriptsizewith\footnotesize, to have more readable tables The sideways table is slightly too large, but I think it's unimportant, as it is on a page of its own.