R/CM_repJPS.R

In MultiATSM: Multicountry Term Structure of Interest Rates Models

#'@title Replications of the JPS (2014) outputs by the MultiATSM package
#'
#' @description Unspanned macro risk model outputs by the MultiATSM package
#' @name ModelPara
#' @docType data
#' @usage data("JPSrep")
#' @format list of inputs and outputs
#' \describe{
#'    \item{inputs}{general model inputs}
#'    \item{ests}{model parameters estimates (JPS form)}
#'    \item{llk}{log-likelihood of the observations}
#'    \item{rot}{model parameters estimates (rotation form)}
#'   }
#' @keywords JPS (2014) outputs
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