vcov.dsge_fit: Robust vcov via vcov generic

In dsge: Dynamic Stochastic General Equilibrium Models

Robust vcov via vcov generic

Description

When type = "robust" is passed to vcov(), returns the sandwich variance-covariance matrix.

Usage

## S3 method for class 'dsge_fit'
vcov(object, type = c("conventional", "robust"), ...)

Arguments

object	A "dsge_fit" object.
type	Character. "conventional" (default) or "robust".
...	Passed to robust_vcov() when type is "robust".

Value

Variance-covariance matrix.

dsge documentation built on Sept. 25, 2026, 5:08 p.m.