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$\Delta\log\mathbf{C}_{t+1}=\varsigma+\chi\Delta\log\mathbf{C}_t+\eta\Ex_t[\Delta\log\mathbf{Y}_{t+1}]+\alpha A_t+\epsilon_{t+1}$
\begin{tabular}{d{4}d{4}d{5}cd{4}d{5}}
\toprule
% 1             2               3               4               5               6               7
             &           &           &  Method   &     \multicolumn{1}{c}{2${}^{\text{nd}}$ Stage}             &       \multicolumn{1}{c}{KP $p$-val}    \\
 \multicolumn{1}{c}{$\chi$}  & \multicolumn{1}{c}{$\eta$}  & \multicolumn{1}{c}{$\alpha$} &  OLS/IV   &  \multicolumn{1}{c}{$\bar{R}^2$}   &       \multicolumn{1}{c}{Hansen J $p$ val}         \\
\midrule
\multicolumn{6}{l}{ Nondurables and Services } \\
\input\econtexRoot/Slides/tables/CampManVsStickyEinner_NDS.tex
\bottomrule
 \end{tabular}
 \tiny
\textbf{Notes:}  Data source is NIPA, 1960Q1--2016Q.  Robust standard errors are in parentheses.  Instruments $\textbf{Z}_t = \{\Delta \log \mathbf{C}_{t-2}, \Delta \log \mathbf{C}_{t-3}, \Delta \log \mathbf{Y}_{t-2}, \Delta \log \mathbf{Y}_{t-3}, A_{t-2}, A_{t-3}, \Delta_8 \log \mathbf{C}_{t-2}$, $\Delta_8 \log \mathbf{Y}_{t-2}$, lags 2 and 3 of differenced Fed funds rate, lags 2 and 3 of the Michigan Index of Consumer Sentiment Expectations$\}$.
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