qLL_hat: TqLL_hat: Elliott and Muller (2006)
In GaboCg/fintorwork: What the Package Does (One Line, Title Case)
Description
TqLL_hat: Elliott and Muller (2006)
Usage
1
qLL_hat(y, X, Z, L)
Arguments
y
T-vector of dependent variable observations
X
T-by-k data matrix linked with potentially changing coefficients
Z
T-by-d data matrix linked with constant coefficients (empty matrix if all coefficients allowed to change)
L
lag truncation for Newey-West estimator
GaboCg/fintorwork documentation built on Jan. 2, 2020, 8:39 p.m.
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Description
TqLL_hat: Elliott and Muller (2006)
Usage
1 | qLL_hat(y, X, Z, L)
|
Arguments
y |
T-vector of dependent variable observations |
X |
T-by-k data matrix linked with potentially changing coefficients |
Z |
T-by-d data matrix linked with constant coefficients (empty matrix if all coefficients allowed to change) |
L |
lag truncation for Newey-West estimator |
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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