juliewong 发表于 2013-10-30 11:01
一些国外的论文,中国的某些论文也有介绍呀。自己找找吧
你能帮我看看我分析的结果吗??the final mle estimates are :
coefficient standard-error t-ratio
beta 0 0.60409708E+00 0.78241856E-01 0.77208940E+01
beta 1 0.58871309E+00 0.17616122E-01 0.33418995E+02
beta 2 0.31781766E+00 0.42441773E-01 0.74883219E+01
delta 0 0.17707213E+00 0.40230859E-01 0.44014007E+01
delta 1 -0.30454618E-01 0.49261471E-02 -0.61822389E+01
sigma-squared 0.10312160E-01 0.27750942E-02 0.37159676E+01
gamma 0.19975467E+00 0.64746909E-01 0.30851615E+01
log likelihood function = 0.18390413E+03
LR test of the one-sided error = 0.22943081E+02
这里面的delta0和delta1怎么解释