FUNcov: Computes mean and variance of the part of the posterior...

In RGAP: Production Function Output Gap Estimation

Computes mean and variance of the part of the posterior distribution that relies on starting values. It then computes the density of the first p observations of Y.

Description

Computes mean and variance of the part of the posterior distribution that relies on starting values. It then computes the density of the first p observations of Y.

Usage

FUNcov(Xcubs, Xc, Y, mu, phi, beta, sigma, phiC, sigmaC)

Arguments

Xcubs	matrix containing lags of cubs.
Xc	matrix containing the contemporaneous cycle and lags thereof..
Y	a Tn x 1 vector.
mu	constant parameter.
phi	cubs lag coeefficients.
beta	cycle coefficients.
sigma	innovation variance.
phiC	cycle process parameter vector.
sigmaC	cycle innovation variance

RGAP documentation built on Nov. 2, 2023, 6:02 p.m.