QMLE_sd: Standard errors for the Quasi Maximum Likelihood estimator
In dccmidas: DCC Models with GARCH and GARCH-MIDAS Specifications in the Univariate Step, RiskMetrics, Moving Covariance and Scalar and Diagonal BEKK Models
QMLE_sd R Documentation
Standard errors for the Quasi Maximum Likelihood estimator
Description
Obtains the standard errors for the Quasi Maximum Likelihood (QML) estimator.
Usage
QMLE_sd(est)
Arguments
est
It is the output of the maximum likelihood estimation process.
Value
The resulting vector represents the QML standard errors.
dccmidas documentation built on May 29, 2024, 5:26 a.m.
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| QMLE_sd | R Documentation |
Standard errors for the Quasi Maximum Likelihood estimator
Description
Obtains the standard errors for the Quasi Maximum Likelihood (QML) estimator.
Usage
QMLE_sd(est)
Arguments
est |
It is the output of the maximum likelihood estimation process. |
Value
The resulting vector represents the QML standard errors.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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