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
m 11 0.1571** 0.1968 0.1980
m 21 0.0132 0.1791** 0.3241**
m 22 0.1821 -1.20E-07 3.90E-07
a 11 -0.0023*** -0.7152*** 0.1352***
a 12 0.0018** -0.02991*** 0.9017***
a 21 -0.1459 0.2549 -0.3819
a 22 -0.1483*** 0.1990*** -0.3196***
b 11 -0.0042*** 0.0049** 0.2415***
b 12 -0.0037*** 0.0049*** 0.2373***
b 21 -0.7831 -0.7329 -2.3272
b 22 -0.7851*** -0.8341** -2.255***
c 11 0.5910*** 0.0732*** 0.9871***
c 12 -0.0061*** -0.0022** 0.1133***
c 21 0.3013 0.5762 0.4539
c 22 0.9130*** 0.7282*** 0.5243***
Model diagnostics
AIC 6.982 7.193 4.948
Log-L -62734.139 -10731.193 -43612.573