QMLE_sd: Standard errors for the Quasi Maximum Likelihood estimator of...
In rumidas: Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS
QMLE_sd R 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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| QMLE_sd | R 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.
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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