变量

系数

常数

3.021*** (0.411)

INTjt

−3.136*** (0.608)

FTAijt

−0.498*** (0.072)

PSjt

−0.413*** (0.105)

BUSjt

−0.014* (0.008)

IFDjt

0.013** (0.006)

σ2

0.288*** (0.061)

γ

0.999*** (0.000)

对数似然值

−57.529

LR检验

101.488