BUnspannedAdapSep_BS: Obtain the full form of B unspanned for "sep Q" models within...

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Obtain the full form of B unspanned for "sep Q" models within the bootstrap setting

Description

Obtain the full form of B unspanned for "sep Q" models within the bootstrap setting

Usage

BUnspannedAdapSep_BS(G, M, ModelParaBoot, Economies, Economy, ModelType, tt)

Arguments

G	number of global unspanned factors
M	number of country-specific domestic unspanned factors
ModelParaBoot	list of model parameter estimates (see the "Optimization" function) after a bootstrap draw
Economies	string-vector containing the names of the economies which are part of the economic system
Economy	string-vector containing the names of the economy under study
ModelType	string-vector containing the label of the model to be estimated
tt	number of the bootstrap draw

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