I have two issues with this table. first, it exceeds the margin of the paper. second, I want the column headers (ARMA, ARCH, Sanctions, SIGMA2) nice-looking ( bold, etcccc)
Here are my suggestions :
\documentclass{article}
\usepackage[margin=2cm,a4paper]{geometry} % set page parameters suitably
\usepackage{booktabs, tabularx}
\usepackage[para,flushleft]{threeparttable}
\usepackage{xparse}
\usepackage{siunitx} % centering in tables
\usepackage[colorlinks,allcolors=black]{hyperref}
\usepackage{siunitx}
\usepackage{natbib}
\usepackage{amsmath}
\usepackage{amsthm}
\usepackage{float}
\usepackage{cuted}
\usepackage[english]{babel}
\usepackage[latin1]{inputenc}
\begin{document}
\begin{table}[htbp]\centering
\def\sym#1{\ifmmode^{#1}\else(^{#1})\fi}
\caption{Within Sectors Within Years}
\begin{tabular}{l*{10}{c}}
\hline\hline
&\multicolumn{1}{c}{(1)} &\multicolumn{1}{c}{(2)} &\multicolumn{1}{c}{(3)} &\multicolumn{1}{c}{(4)} &\multicolumn{1}{c}{(5)} &\multicolumn{1}{c}{(6)} &\multicolumn{1}{c}{(7)} &\multicolumn{1}{c}{(8)} &\multicolumn{1}{c}{(9)} &\multicolumn{1}{c}{(10)} \
\hline
\alpha & 0.002\sym{} & 0.002\sym{}& 0.000&0.000& -0.000& -0.000 &-0.002 &-0.002 &-0.000& -0.000 \
&(0.001) &(0.001)& (0.001)&(0.001) & (0.001)&(0.001)& (0.003)& (0.003)& (0.001) & (0.001) \\
\hline
ARMA & & & & & & & & & & \
\phi & -0.099\sym{*} & -0.093\sym{}& & & & & & && \
& (0.050)& (0.053) & & & & & & & & \
\theta & & & 0.032 & 0.020 & & & & & & \
& & & (0.062) & (0.059) & & & & & & \
\hline
ARCH & & & & & & & & & & \
\Theta & -0.022 & -0.029 & & & & & & & & \
& (0.026) & (0.027) & & & & & & & & \
\omega & & & 0.027 & 0.018 & & & & & & \
& & & (0.046) & (0.040) & & & & & & \
\omega_{3} & & & 0.046 & 0.038 & & & & & & \
& & & (0.050) & (0.044) & & & & & & \
\beta & 0.000\sym{*}& & 0.000\sym{*}& & & & & & & \
& (0.000) & & (0.000) & & & & & & & \
\hline
Sanctions & & & & & & & & & & \
Black Monday& & 0.250\sym{} & & & & & & & & \
& & (0.134) & & & & & & & & \
Debt Debate& & -1.022 & & & & & & & & \
& & (0.817) & & & & & & & & \
Mini Crash& & & & -0.278\sym{} & & & & & & \
& & & & (0.149) & & & & & & \
f15minicrash& & & & -2.088 & & & & & & \
& & & &(484.849) & & & & & & \
f13minicrash& & & & & & -0.678\sym{*}& & & & \
& & & & & & (0.163) & & & & \
Currency sanctions & & & & & & & & & & -0.380\sym{} \
& & & & & & & & & & (0.169) \
Constant & & -8.783\sym{*}& & -9.088\sym{}& & -7.909\sym{}& & & & -9.313\sym{}\
& & (0.112) & & (0.147) & & (0.096) & & & & (0.108) \
\hline
SIGMA2 & & & & & & & & & & \
Constant & & & & & 0.000\sym{}& & 0.001\sym{}& 0.001\sym{}& 0.000\sym{}& \
& & & & & (0.000) & & (0.000) & (0.000) & (0.000) & \
\hline
(N) & 352 & 352 & 351 & 351 & 248 & 248 & 258 & 258 & 256 & 256 \
aic &-2034.495 &-2034.309 &-2234.085 &-2234.576 &-1306.025 &-1316.662 &-1009.682 &-1009.682 &-1687.303 &-1689.566 \
bic &-2019.041 &-2011.127 &-2214.781 &-2207.551 &-1298.998 &-1306.122 &-1002.576 &-1002.576 &-1680.213 &-1678.930 \
\hline\hline
\multicolumn{11}{l}{\footnotesize Standard errors in parentheses}\
\multicolumn{11}{l}{\footnotesize \sym{} (p<.10), \sym{} (p<.05), \sym{*} (p<.01). The $\phi$ are AR coefficients, the $\theta$ are MA coefficients, the $\omega$ are ARCH coefficients, and the $\sigma$ are GARCH coefficients. $\alpha$ is the constant for mean equation and is $\beta$ the constant for the variance equation. The Ljung-Box $Q$-Statistics for the $40$ lags of the standardized residuals $(Q40)$ and the squared standardized residuals $(Q40^2)$ are presented in the bottom panel.}\
\end{tabular}
\end{table}
\end{document}
MY OUTPUT :n
\multicolumn{11}{l}is forced to be one line, instead set it as a paragraph after the tabular – David Carlisle Oct 27 '22 at 09:48\alpha,\phietc. must be used in math mode so need$ $around it. Make sure it compiles without errors before posting it here. – Pieter van Oostrum Oct 27 '22 at 10:32