vcov.panelAR: Variance-covariance method for fitted objects of class...
In panelAR: Estimation of Linear AR(1) Panel Data Models with Cross-Sectional Heteroskedasticity and/or Correlation
Description
Usage
Arguments
Value
Author(s)
See Also
Description
vcov method for class "panelAR".
Usage
1
2
Arguments
object
an object of class "panelAR".
...
further arguments passed to or from other methods.
Value
A matrix of estimated covariances between parameter estimates. The row and column names correspond to the parameter names obtained using the coef method.
Author(s)
Konstantin Kashin kkashin@fas.harvard.edu
See Also
The function panelAR.
panelAR documentation built on May 1, 2019, 8:19 p.m.
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Description Usage Arguments Value Author(s) See Also
Description
vcov method for class "panelAR".
Usage
1 2 |
Arguments
object |
an object of class |
... |
further arguments passed to or from other methods. |
Value
A matrix of estimated covariances between parameter estimates. The row and column names correspond to the parameter names obtained using the coef method.
Author(s)
Konstantin Kashin kkashin@fas.harvard.edu
See Also
The function panelAR.
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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