| Parameters | Aaa | Baa | ||
|
| Jacobi | TC-Jacobi | Jacobi | TC-Jacobi |
|
| 4.6027 | 0.0790 | 4.4080 | 0.0668 |
|
| (0.6217) | (0.0180) | (0.5546) | (0.0176) |
|
| 0.8717 | 0.8180 | 0.8782 | 0.8394 |
|
| (0.0156) | (0.0173) | (0.0141) | (0.0160) |
|
| 0.9054 | 0.1287 | 0.8540 | 0.1106 |
|
| (0.0022) | (0.0098) | (0.0028) | (0.0120) |
|
|
| 95.4745 |
| 114.7419 |
|
|
| (4.7448) |
| (5.7797) |
|
|
| 2.7278 |
| 2.2464 |
|
|
| (0.3720) |
| (0.4398) |
| Log likelihood | 13549.46 | 15491.76 | 13859.33 | 15186.61 |
| AIC | −27092.91 | −30973.53 | −27712.66 | −30363.22 |
| BIC | −27073.29 | −30940.83 | −27693.04 | −30330.75 |
