BUnspannedAdapSep: Transform B_spanned into B_unspanned for sepQ models

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Transform B_spanned into B_unspanned for sepQ models

Description

Transform B_spanned into B_unspanned for sepQ models

Usage

BUnspannedAdapSep(G, M, ModelPara_Short, Economies, Economy, ModelType)

Arguments

G	number of global unspanned factors
M	number of domestic unspanned factors per country
ModelPara_Short	list of model parameter estimates (See the "Optimization" function)
Economies	complet set of economies of the economic system
Economy	specific economy under study
ModelType	a string-vector containing the label of the model to be estimated

MultiATSM documentation built on April 4, 2025, 1:40 a.m.