A

B

$\ln {\tau }_{j,t-1}$

−0.369457

−0.356656

[−1.67669]

[−1.62109]

$\ln {\lambda }_{j,t-1}$

−0.001661

−0.001609

[−0.14066]

[−0.13645]

$\ln P_{t-1}^{*}$

1.433144

1.434209

[5.71356]

[5.72662]

@trend (1997Q1)

0.00012

0.00012

[3.26154]

[3.26034]

C

−0.147854

−0.147142

${\alpha }_1$

−0.020226

−0.020263

[−10.0293]

[−10.0341]

${\alpha }_2$

−0.000136

-

[−0.09215]

-

${\alpha }_3$

0.006075

0.006108

[1.61490]

[1.64558]

${\alpha }_4$

−0.000272

−0.00027

[−1.61169]

[−1.60243]

Determinant Resid. Covariance (Dof. Adj.)

1.17E−14

1.17E−14

Determinant Resid. Covariance

1.14E−14

1.14E−14

Log Likelihood

26740.81

26740.8

Akaike Information Criterion

−20.69368

−20.69368

Schwarz Criterion

−20.51875

−20.51875

Number of Coefficients

77

77