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制作高级表格。表格环境上方居中并加线，3 列

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制作高级表格。表格环境上方居中并加线，3 列

我需要一些帮助来创建下面的表格。我只需要完整的样本和参数列，因此只有三列。但是我在居中、表格 3 上方的顶行和标题方面遇到了问题。到目前为止我运行了什么（现在我只使用 2 列，因此需要添加 1 列）。是的，我想填满整个页面..：

\documentclass{article}
\usepackage{booktabs,amsmath,caption,dcolumn}
\newcolumntype{d}[1]{D..{#1}}  
\begin{document}
\begin{table}[h]
\caption{\textbf {\textsc{Parameter estimates of the No-Arbitrage Yield only model}}}
\label{table:Parameter estimates of the No-Arbitrage Yield only model}
\begin{tabular*}{\textwidth}{@{}l@{\extracolsep{\fill}}d{4}d{4}d{4}@{}}%definerer antall kolonner
\toprule[0.5pt]
\toprule[0.5pt]
Parameters & \multicolumn{2}{c}{Full Sample} \\
\midrule[0.5pt]
\textbf{$\delta_0$}\\
& & \text{Factor autoregressive parameters}\\
$\rho_{LL}$& 1.000 & (0.342) \\
$\rho_{SS}$& 0.999 & (0.233)\\
                    & \\
        $\lambda_S^0$& &\\
        $\lambda_L^0$& &\\
        $\lambda_S^1$& 0.0912 &\\
        $\lambda_S^1$&-0.1612 &\\
        \\
        $\sigma_L$   &0.0340 &\\
        $\sigma_L$   &0.0795 &\\
  \hline \hline
\end{tabular*}
 \scriptsize
 Notes:\hfill\parbox[t]{14cm}{The table shows the results from the market model estimations. Each column presents the mean and standard deviation for all the companies' CAR in the designated event window period. The first column, (0, 2), reports $\mu$ and $\sigma$ for the event window period spanning from day 0 to 2 days after the dividend announcement (3 day window). Where day [0] is the dividend announcement day. Columns (2), (3) and (4) widens the event window to 5, 11 and 21 days. The t-values are reported below in parentheses and calculated as $\frac{\mu}{\sigma/\sqrt{n}}$. ***, ** and * denote significance at the 1, 5 and 10\% levels, respectively.}
\end{table}
\end{document}

桌子

答案1

以下是使用float（使用顶部规则来设计浮动的布局），tabularx（便于设置固定宽度表格），booktabs（令人惊叹）和caption（用于格式化标题样式）：

在此处输入图片描述

\documentclass{article}
\usepackage{float}% http://ctan.org/pkg/float
\makeatletter
\newcommand\fs@topruled{\def\@fs@cfont{\bfseries}\let\@fs@capt\floatc@ruled
  \def\@fs@pre{\hrule height.8pt depth0pt \kern2pt}%
  \def\@fs@post{}%
  \def\@fs@mid{}%
  \let\@fs@iftopcapt\iftrue}
\makeatletter
\floatstyle{topruled}
\restylefloat{table}

\usepackage{tabularx,booktabs,caption}% http://ctan.org/pkg/{tabularx,booktabs,caption}
\captionsetup[table]{
  labelsep = newline,
  textfont = sc, 
  name = TABLE, 
  skip = \medskipamount}
\begin{document}

\begin{table}[h]
  \caption{Parameter estimates of the No-Arbitrage Yield only model}
  \label{tab:parameter_estimates}
  \begin{tabularx}{\linewidth}{@{} X r r @{}}
    \toprule[0.5pt]
    \toprule[0.5pt]
    \small Parameters & \multicolumn{2}{c}{\small Full Sample} \\
    \midrule[0.5pt]
    $\delta_0$ & \multicolumn{2}{c}{6.2030} \\
    & \multicolumn{2}{c}{Factor autoregressive parameters} \\
    $\rho_{LL}$ & $1.000$ & $(0.342)$ \\
    $\rho_{SS}$ & $0.999$ & $(0.233)$ \\
    & \multicolumn{2}{c}{Risk pricing factors} \\
    $\lambda_S^0$ & \multicolumn{2}{c}{$0$} \\
    $\lambda_L^0$ & $-0.0174$ & $(0.041)$ \\
    $\lambda_S^1$ & $ 0.0912$ & $(0.089)$ \\
    $\lambda_S^1$ & $-0.1612$ & $(0.034)$ \\
    & \multicolumn{2}{c}{Factor shock volatility parameters} \\
    $\sigma_L$ & $0.0340$ & $(0.019)$ \\
    $\sigma_L$ & $0.0795$ & $(0.010)$ \\
    \bottomrule
  \end{tabularx}

  \medskip

  \parbox{\linewidth}{\scriptsize%
  \textsc{Note}:
  The table shows the results from the market model estimations. Each column presents the mean and standard deviation for 
  all the companies' CAR in the designated event window period. The first column, (0, 2), reports~$\mu$ and~$\sigma$ for 
  the event window period spanning from day~0 to~2 days after the dividend announcement (3~day window). Where day~[0] is 
  the dividend announcement day. Columns~(2),~(3) and~(4) widens the event window to~5,~11 and~21 days. The $t$-values are 
  reported below in parentheses and calculated as $\mu / (\sigma / \sqrt{n})$. ***, ** and * denote significance at 
  the~1,~5 and~10\% levels, respectively.}
\end{table}
\end{document}

答案2

这是一个可能的解决方案，它继续使用环境tabular*，就像您在示例中所做的那样。标题上方的规则（即水平线）由指令生成；由、和\hrule生成的线条的粗细设置为 的宽度。加载包以影响表格标题的外观。\toprule\midrule\bottomrule\hrulecaption

在此处输入图片描述

\documentclass{article}
\usepackage{booktabs,amsmath,caption,dcolumn}
\captionsetup{labelsep=newline,
              singlelinecheck=false,
              textfont=sc}
\newcolumntype{d}[1]{D..{#1}}  
\newcommand\mc[1]{\multicolumn{1}{@{}c@{}}{#1}}
\begin{document}
\begin{table}[h]
\hrule

\bigskip
\caption{Parameter estimates of the No-Arbitrage Yield only model}
\label{table:Parameter_estimates}
\begin{tabular*}{\textwidth}{@{}l@{\extracolsep{\fill}}d{2.4}d{2.4}@{}}%definerer antall kolonner
\toprule[0.4pt]\toprule[0.4pt]
Parameters & \multicolumn{2}{c@{}}{Full Sample} \\
\cmidrule{2-3}
& \mc{Point estimate} & \mc{(Standard error)}\\
\midrule[0.4pt]
$\delta_0$\\[1ex]
Factor autoregressive parameters\\
$\rho_{LL}$& 1.000 & (0.342) \\
$\rho_{SS}$& 0.999 & (0.233)\\[1ex]
Risk pricing parameters\\
        $\lambda_S^0$& &\\
        $\lambda_L^0$& &\\
        $\lambda_S^1$& 0.0912 &\\
        $\lambda_S^1$&-0.1612 &\\[1ex]
Factor shock validity parameters\\
        $\sigma_L$   &0.0340 &\\
        $\sigma_L$   &0.0795 &\\
\bottomrule[0.4pt]
\end{tabular*}

\smallskip
\scriptsize
Notes:\hfill\parbox[t]{11cm}{The table shows the results from the market model estimations. Each column presents the mean and standard deviation for all the companies' CAR in the designated event window period. The first column, (0, 2), reports $\mu$ and $\sigma$ for the event window period spanning from day 0 to 2 days after the dividend announcement (3 day window). Where day [0] is the dividend announcement day. Columns (2), (3) and (4) widens the event window to 5, 11 and 21 days. The t-values are reported below in parentheses and calculated as $\sqrt{n}(\mu/\sigma)$. ***, ** and * denote significance at the 1, 5 and 10\% levels, respectively.}
\end{table}
\end{document}

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