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

Table 9.

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

Regime 1

Regime 2

TP
Matrix


C1 k1 C2 k2 δ1 ξ1 δ2 ξ2
Coeff. 2.783E−03 −2.978E+00 −4.890E−03 −4.201E+00 1.827 −0.005 −1.873 0.007
Std. Err. 4.400E−03 6.908E−02 1.923E−03 1.028E−01 0.375 0.017 0.323 0.013
Loglik 633.951
AIC −1251.903