Description Usage Arguments Value See Also Examples
View source: R/cointReg-D-OLS.R
Generates an lm
model for the Dynamic OLS estimator.
1 |
x |
[ |
y |
[ |
deter |
[ |
n.lag, n.lead |
[ |
check |
[ |
[lm
]. An lm
object, containing an additional
list element (aux
) with D-OLS specific objects:
Z
[matrix
]jointed matrix of deterministics and x
x.delta
[matrix
]differences of x
dx.all
[matrix
]leads-and-lags matrix
all.trunc
[matrix
]truncated version of jointed matrix of Z
and dx.all
y.trunc
[matrix
]truncated version of y
Other D-OLS: cointRegD
,
getLeadLag
, makeLeadLagMatrix
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