All Countries

All Countries

Countries with Dummy = 1

$\ln P_{j,t-1}$

−2.706674

−1.356653

−0.055522

[−9.70857]

[−10.9530]

Dum_t-1* $\ln P_{j,t-1}$

1.301131

[5.66663]

Log de ${\lambda }_{j,t-1}$

−0.004496

0.033755

−0.011249

[−0.13851]

[2.02985]

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

−0.045004

[−1.93042]

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

3.879054

2.242201

−0.216123

[4.27996]

[4.33572]

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

−2.458324

[−3.55828]

@trend (1997Q1)

0.000326

0.000107

0.000107

[3.25242]

[2.89751]

[2.89751]

C

−0.400192

−0.111125

−0.111125

${\alpha }_1$

−5.03E−05

−0.001599

[−0.09215]

[−1.22817]

${\alpha }_2$

−0.007472

−0.013164

[−10.0293]

[−7.38405]

${\alpha }_3$

0.002245

0.006104

[1.61490]

[1.83682]

${\alpha }_4$

−0.0001

−0.000308

[−1.61169]

[−2.06309]

${\alpha }_5$

−0.001865

[−1.33062]

${\alpha }_6$

−0.001122

[−0.45913]

${\alpha }_{87}$

−0.000318

[−2.71184]

Determinant Resid. Covariance (Dof Adj.)

1.17E−14

4.02E−27

Determinant Resid. Covariance

1.14E−14

3.70E−27

Log Likelihood

26740.81

52823.93

Akaike Information Criterion

−20.69368

−40.82726

Schwarz Criterion

−20.51875

−40.33201

Number of Coefficients

77

218