QMLE_sd: Standard errors for the Quasi Maximum Likelihood estimator of...

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QMLE_sdR Documentation

Standard errors for the Quasi Maximum Likelihood estimator of the GARCH-MIDAS-based models

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.


rumidas documentation built on April 4, 2025, 1:01 a.m.

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