Ox Console version 8.02 (Linux_64) (C) J.A. Doornik, 1994-2018
This version may be used for academic research and teaching only

OX PROGRAM: application-1.ox

OX VERSION: 802

DISTRIBUTION: Unit Gamma

FILE THAT CONTAINS THE DATA: data_application-1.mat

SAMPLE SIZE: 44

TOTAL NUMBER OF COVARIATES: 7

Convergence status, unrestricted: Strong convergence

Convergence status, restricted: Strong convergence

Number of parameters in the submodel for mu (p): 4

Number of parameters in the submodel for phi (q): 3

Number of restrictions (l): 2

Null hypothesis H0: (delta_2 = ... = delta_3) = 0

Parameter estimates (beta, delta):


                beta_1  beta_2  beta_3  beta_4
estimate         1.062  -0.663   0.474  -0.476
standard error   0.150   0.150   0.086   0.086


               delta_1 delta_2 delta_3
estimate         1.603   2.030   0.625
standard error   0.204   0.241   0.241

Test statistics: 
                  w        w*       w**
statistic   47.9205   41.9234   42.1110
p-value      0.0000    0.0000    0.0000

Pseudo-R^2: 
        R2       R2c      R2LR     R2LRc
    0.6066    0.5429    0.8559    0.8209

Model selection criteria: 
       AIC       BIC      AICc
 -124.0121 -111.5228 -120.9010

DATE: 26-08-2019

TIME: 22:00:33

EXECUTION TIME:  0.02