Get_Unspanned: Collect both the domestic and global unspanned factors of all...

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Collect both the domestic and global unspanned factors of all countries in single matrices

Description

Collect both the domestic and global unspanned factors of all countries in single matrices

Usage

Get_Unspanned(ModelPara, FactorLabels, Economies, ModelType)

Arguments

ModelPara	List of model parameter estimates
FactorLabels	A string-list based which contains all the labels of all the variables present in the model
Economies	String-vector containing the names of the economies which are part of the economic system
ModelType	A string-vector containing the label of the model to be estimated

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