First stage reults:

RESULTS FROM POSTERIOR ESTIMATION
parameters
        prior mean     mode    s.d. prior pstdev

sigma_c     1.500   1.7354  0.1934 norm  0.3750 
psi         2.000   0.6181  0.4926 norm  0.7500 
chi         0.500   0.3389  0.0456 beta  0.1000 
phiX        2.000   2.3902  0.4104 norm  0.7500 
xip         0.500   0.7103  0.0521 beta  0.1000 
xiw         0.500   0.3552  0.0204 beta  0.1000 
gammap      0.500   0.2412  0.0581 beta  0.1000 
gammaw      0.500   0.5964  0.0660 beta  0.1000 
rho_r       0.750   0.6969  0.0249 beta  0.1000 
theta_pie   1.500   1.8751  0.1385 norm  0.2500 
theta_y     0.120  -0.0148  0.0148 norm  0.0500 
theta_dy    0.120   0.2228  0.0356 norm  0.0500 
rhoA        0.500   0.9764  0.0061 beta  0.2000 
rhoG        0.500   0.9689  0.0067 beta  0.2000 
rhoMCS      0.500   0.8931  0.0937 beta  0.2000 
rhoMRSS     0.500   0.9643  0.0153 beta  0.2000 
rhoMPS      0.500   0.2314  0.0629 beta  0.2000 
rhoRPS      0.500   0.8845  0.0591 beta  0.2000 
rhoIS       0.500   0.7720  0.0535 beta  0.2000 

standard deviation of shocks
        prior mean     mode    s.d. prior pstdev

epsA        0.001   0.0091  0.0005 invg  0.0200 
epsG        0.001   0.0286  0.0015 invg  0.0200 
epsMCS      0.001   0.0193  0.0133 invg  0.0200 
epsMRSS     0.001   0.0183  0.0038 invg  0.0200 
epsMPS      0.001   0.0026  0.0001 invg  0.0200 
epsRPS      0.001   0.0020  0.0013 invg  0.0200 
epsIS       0.001   0.0460  0.0099 invg  0.0200 


Log data density [Laplace approximation] is 5282.712574.

Second stage results:

ESTIMATION RESULTS

parameters
            prior mean   post. mean        90% HPD interval    prior       pstdev

sigma_c          1.500       1.7425      1.4101      2.0791   norm        0.3750
psi              2.000       0.9408      0.3546      1.5355   norm        0.7500
chi              0.500       0.3570      0.2886      0.4267   beta        0.1000
phiX             2.000       2.7642      1.8455      3.6465   norm        0.7500
xip              0.500       0.7034      0.6496      0.7594   beta        0.1000
xiw              0.500       0.4189      0.3079      0.5284   beta        0.1000
gammap           0.500       0.3052      0.1596      0.4443   beta        0.1000
gammaw           0.500       0.5902      0.4440      0.7409   beta        0.1000
rho_r            0.750       0.7058      0.6570      0.7558   beta        0.1000
theta_pie        1.500       1.9603      1.7262      2.1896   norm        0.2500
theta_y          0.120      -0.0103     -0.0346      0.0143   norm        0.0500
theta_dy         0.120       0.2245      0.1553      0.2929   norm        0.0500
rhoA             0.500       0.9763      0.9643      0.9884   beta        0.2000
rhoG             0.500       0.9666      0.9547      0.9783   beta        0.2000
rhoMCS           0.500       0.8798      0.8302      0.9297   beta        0.2000
rhoMRSS          0.500       0.9563      0.9355      0.9779   beta        0.2000
rhoMPS           0.500       0.2453      0.1369      0.3517   beta        0.2000
rhoRPS           0.500       0.8679      0.7985      0.9400   beta        0.2000
rhoIS            0.500       0.7383      0.6457      0.8269   beta        0.2000

standard deviation of shocks
            prior mean   post. mean        90% HPD interval    prior       pstdev

epsA             0.001       0.0092      0.0084      0.0099   invg        0.0200
epsG             0.001       0.0288      0.0264      0.0312   invg        0.0200
epsMCS           0.001       0.0202      0.0153      0.0249   invg        0.0200
epsMRSS          0.001       0.0223      0.0158      0.0289   invg        0.0200
epsMPS           0.001       0.0026      0.0023      0.0029   invg        0.0200
epsRPS           0.001       0.0024      0.0013      0.0035   invg        0.0200
epsIS            0.001       0.0555      0.0380      0.0725   invg        0.0200

Log data density is 5283.512639.

Moments at the estimated mode and at the mean:

First moments (x100)
      dyobs   dcobs   dinvobs dwobs   robs    pinfobs labobs
Data  0.3551  0.4268  0.3635  0.3413  1.3318  0.8663  -0.0000  0.8031  
Mode  0.3544  0.3544  0.3544  0.3544  1.2995  0.8462  0.3175  0.7273  
Mean  0.3544  0.3544  0.3544  0.3544  1.2956  0.8442  0.2363  0.7307  

Second moments (x100)
      dyobs   dcobs   dinvobs dwobs   robs    pinfobs labobs
Data  0.8017  0.6791  2.1127  0.7531  0.9493  0.5855  3.7669  0.5435  
Mode  0.8561  0.8233  2.1714  1.0369  0.7555  0.5785  5.3334  1.7926  
Mean  0.8344  0.8413  2.1269  1.0964  0.7804  0.5960  4.7067  1.8647  

Correlation with dyobs
      dyobs   dcobs   dinvobs dwobs   robs    pinfobs labobs
Data  1.0000  0.6797  0.6791  0.0167  -0.0675  -0.1772  0.1383  0.1211  
Mode  1.0000  0.5882  0.6398  0.4301  -0.1559  -0.1373  0.1297  0.3026  
Mean  1.0000  0.5813  0.6069  0.4273  -0.1837  -0.1919  0.1273  0.2715  
