Time-varying decay inefficiency model

lny

Coef.

St.Err.

t-value

p-value

[95% Conf

Interval]

Sig

lnl

0.143

0.035

4.15

0

0.076

0.211

^***

lnk

0.65

0.035

18.55

0

0.581

0.719

^***

Constant

7.686

0.856

8.98

0

6.008

9.364

^***

/Mu

1.814

0.367

4.94

0

1.095

2.533

^***

/Eta

0.022

0.003

7.80

0

0.017

0.028

^***

/lnsigma2

−0.754

0.185

−4.08

0

−1.117

−0.392

^***

/lgtgamma

2.212

0.213

10.37

0

1.794

2.63

^***

Mean dependent var

16.106

SD dependent var

1.389

Number of obs

760.000

Chi-square

359.567

Prob > chi2

0.000

Akaike crit. (AIC)

126.884