dot-MLEfitTFP: Estimates a two-dimensional state-space model and performs...

In RGAP: Production Function Output Gap Estimation

Estimates a two-dimensional state-space model and performs filtering and smoothing to obtain the tfp trend.

Description

Estimates a two-dimensional state-space model and performs filtering and smoothing to obtain the tfp trend.

Usage

.MLEfitTFP(
  model,
  parRestr = initializeRestr(model),
  signalToNoise = NULL,
  control = NULL
)

Arguments

model	An object of class TFPmodel.
parRestr	A list of matrices containing the parameter restrictions for the cycle, trend, and the CUBS equation. Each matrix contains the lower and upper bound of the involved parameters. NA implies that no restriction is present. Autoregressive parameters are automatically restricted to the stationary region unless box constraints are specified. By default, parRestr is initialized by the function initializeRestr(model). Only used if method = "MLE".
signalToNoise	(Optional) signal to noise ratio. Only used if method = "MLE".
control	(Optional) A list of control arguments to be passed on to optim.

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