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

Table 7.

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

Regime 1

Regime 2

TP
Matrix


C1 k1 C2 k2 δ1 ξ1 δ2 ξ2
Coeff. −2.686E−03 −2.550E+00 1.730E−04 −3.999E+00 4.033 −0.140 −4.142 −0.001
Std. Err. 9.136E−03 9.408E−02 3.320E−03 5.594E−02 1.378 0.098 0.751 0.008
Loglik 692.147
AIC −1368.294