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

Table 5.

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

Regime 1

Regime 2

TP
Matrix


C1 k1 C2 k2 δ1 ξ1 δ2 ξ2
Coeff. −1.050E−04 −4.034E+00 1.256E−03 −5.023E+00 3.173 −0.048 −4.495 −0.089
Std. Err. 1.105E−03 8.758E−02 5.440E−04 8.966E−02 0.940 0.023 1.302 0.034
Loglik 989.344
AIC −1962.687