SpecificMLEInputs: Concatenate the model-specific inputs in a list

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Concatenate the model-specific inputs in a list

Description

Concatenate the model-specific inputs in a list

Usage

SpecificMLEInputs(
  ModelType,
  Economies,
  RiskFactors,
  FactorLabels,
  GVARlist = NULL,
  JLLlist = NULL,
  WishBRW = 0,
  BRWlist = NULL,
  DataPathTrade = NULL
)

Arguments

ModelType	string-vector containing the label of the model to be estimated
Economies	string-vector containing the names of the economies of the system
RiskFactors	time series of risk factors (F x T)
FactorLabels	string-list based which contains the labels of all the variables present in the model
GVARlist	A list of required inputs to estimate the GVAR-based setups: VARXtype string-vector containing the VARX feature (see "GVAR" function) (GVAR-based models) t_First_Wgvar Sample starting date (year) (GVAR-based models) t_Last_Wgvar Sample last date (year) (GVAR-based models) W_type Criterion used in the computation of the star variables (see "Transition_Matrix" function) (GVAR-based models)
JLLlist	A list of required inputs to estimate the JLL-based setups: DomUnit name of the economy which is assigned as the dominant unit (JLL-based models) WishSigmas equal to "1" if one wishes the variance-covariance matrices and the Cholesky factorizations (JLL-based models) SigmaNonOrtho NULL or some F x F matrix from the non-orthogonalized dynamics (JLL-based models)
WishBRW	Whether the user wishes to estimate the physical parameter model with the Bias correction model from BRW (2012) (see "Bias_Correc_VAR" function). Default is set to 0.
BRWlist	A list of required inputs to estimate the bias corrected setups of the type of BRW: BiasCorrection binary variable. it takes value equal to 1 if the user whishes the estimates to be bias-corrected and 0, otherwise. (BRW model) flag_mean flag whether mean- (TRUE) or median- (FALSE) unbiased estimation is desired gamma adjustment parameter (BRW model) N_iter number of iterations (BRW model) N_burn number of burn-in iterations (BRW model) B number of bootstrap samples (BRW model) checkBRW flag whether the user wishes to perform the closeness check (BRW model) B_check number of bootstrap samples for closeness check
DataPathTrade	path of the Excel file containing the data (if any)

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