
Parameters
alpha_mean     9.49999999999999956e-01
sigma_mean     2.99999999999999989e-02
beta_mean      9.49999999999999956e-01
gamma_mean     1.26001141430059711e+01
alpha_sdev     2.00000000000000004e-02
sigma_sdev     2.00000000000000004e-02
beta_sdev      2.00000000000000004e-02
gamma_sdev     2.00000000000000000e+00

Sizes
n_obs 500
mf_lags 1
HAC_lags 1


First tree_gmm call
m 

                                           Col  1

                               Row  1 -0.00291650
                               Row  2  0.00130557
                               Row  3  0.00015062

W 

                               Col  1      Col  2      Col  3

                   Row  1     8.82146   -43.12420     486.020
                   Row  2   -43.12420     35505.9     -424590
                   Row  3     486.020     -424590     5088051

S 

                               Col  1      Col  2      Col  3

                   Row  1     0.11512  0.00396885  0.00032020
                   Row  2  0.00396885    0.013569  0.00113197
                   Row  3  0.00032020  0.00113197  9.4627e-05

logdetW         21.9143
rankW           3
obj             0.00893771
log_likelihood  -4.99124


Weighting matrix
W_m 

                               Col  1      Col  2      Col  3

                   Row  1    0.011648    0.036058  0.00038256
                   Row  2    0.036058     0.21799  0.00234075
                   Row  3  0.00038256  0.00234075  2.5619e-05
Mean of W_cu 

                               Col  1      Col  2      Col  3

                   Row  1     0.11509  0.00396724  0.00032006
                   Row  2  0.00396724    0.013619  0.00113610
                   Row  3  0.00032006  0.00113610  9.4973e-05

Sdev of W_cu 

                               Col  1      Col  2      Col  3

                   Row  1  0.00474799  0.00013755  1.0176e-05
                   Row  2  0.00013755  0.00038885  3.3066e-05
                   Row  3  1.0176e-05  3.3066e-05  2.8197e-06


Z random variable
Mean of Z_cu 

                                           Col  1

                               Row  1   -0.018584
                               Row  2  0.00306205
                               Row  3     0.39955

Sdev of Z_cu 

                                           Col  1

                               Row  1     1.43051
                               Row  2     1.04298
                               Row  3     1.07387

Skew of Z_cu 

                                           Col  1

                               Row  1     0.13881
                               Row  2   -0.093925
                               Row  3    -0.14149

Kurt of Z_cu 

                                           Col  1

                               Row  1    -0.40380
                               Row  2    -0.33443
                               Row  3   -0.099596


success
