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. 2021 Sep 5;46:102401. doi: 10.1016/j.frl.2021.102401

Table 12.

Parameter estimation of Covid-19 death dependent regime-switching model: GD.

Regime 1

Regime 2

TP
Matrix


C1 k1 C2 k2 δ1 ξ1 δ2 ξ2
Coeff. −4.940E−04 −3.910E+00 1.224E−03 −5.007E+00 4.717 −1.764 −4.383 0.863
Std. Err. 2.431E−03 8.297E−02 5.100E−04 5.829E−02 1.530 0.595 0.857 0.181
Loglik 996.332
AIC −1976.663