Table 3 Estimates of the parameters with mean squared errors (in parentheses) using the t distribution (3 degrees of freedom)

1

\(\alpha _{11}\)

4.50

2.88 (1.76)

3.23 (1.30)

\(\alpha _{12}\)

− 0.60

− 0.39 (0.22)

− 0.43 (0.17)

\(\alpha _{21}\)

1.00

–

0.63 (0.39)

\(\alpha _{22}\)

0.00

–

0.09 (0.09)

\(\beta _{1}\)

− 1.00

− 0.80 (0.22)

− 0.78 (0.24)

\(\beta _{2}\)

1.50

1.45 (0.08)

1.42 (0.09)

\(\rho _{01}\)

− 0.50

− 0.80 (0.40)

–

\(\rho _{02}\)

0.00

–

–

\(\rho _{12}\)

0.00

–

–

\(\sigma _{00}\)

1.00

2.09 (1.18)

1.93 (1.01)

2

\(\alpha _{11}\)

2.00

2.18 (0.18)

1.58 (0.43)

\(\alpha _{12}\)

− 0.20

− 0.34 (0.14)

− 0.15 (0.05)

\(\alpha _{21}\)

5.00

–

3.69 (1.31)

\(\alpha _{22}\)

− 0.70

–

− 0.40 (0.30)

\(\beta _1\)

− 1.00

− 1.09 (0.18)

− 0.83 (0.22)

\(\beta _2\)

1.50

1.56 (0.07)

1.38 (0.12)

\(\rho _{01}\)

− 0.50

− 0.67 (0.28)

–

\(\rho _{02}\)

− 0.50

–

–

\(\rho _{12}\)

0.50

–

–

\(\sigma _{00}\)

> 5.00

2.49 (1.50)

2.02 (1.03)

3

\(\alpha {11}\)

4.5

1.06 (3.74)

3.00 (1.50)

\(\alpha {12}\)

− 0.5

− 0.08 (0.46)

− 0.33 (0.17)

\(\alpha {21}\)

− 3

–

− 2.00 (1.01)

\(\alpha {22}\)

1

–

0.69 (0.31)

\(\beta {0}\)

− 1

− 0.43 (0.70)

0.06 (1.07)

\(\beta _{1}\)

1.5

1.34 (0.16)

1.32 (0.18)

\(\rho _{01}\)

− 0.5

0.63 (1.14)

–

\(\rho _{02}\)

0.5

–

–

\(\rho _{12}\)

− 0.5

–

–

\(\sigma _{00}\)

> 5.00

2.01 (1.09)

1.69 (0.71)