|
A: full-sample 07/27/2018
06/25/2021
|
B: prior-COVID-19 07/27/2018
12/30/2019
|
C: COVID-19
12/30/2019
06/25/2021
|
α
|
-0.00023 |
-0.00041 |
0.0234 |
β
11, 1
|
-0.00435** |
-0.00231*** |
-0.00591*** |
β
12, 1
|
0.00543*** |
0.00031** |
0.04398*** |
β
21, 1
|
-0.03214 |
-0.00087 |
-0.06983 |
β
22, 1
|
-0.28319** |
-0.01248*** |
-0.87745*** |
β
11, 2
|
-0.15323 |
-0.24103 |
-0.09248 |
β
12, 2
|
0.00658*** |
0.00194*** |
0.07815*** |
β
21, 2
|
-0.00983 |
-0.02047 |
-0.02941 |
β
22, 2
|
-0.00865** |
-0.00915** |
-0.01302*** |