jhatpr: Long-run covariance matrix computation
In RoDivinity/BP2003: Structural break estimation and testing procedure
jhatpr R Documentation
Long-run covariance matrix computation
Description
The procedure to compute the long run covariance matrix jhat based
on variance matrix vmat
Usage
jhatpr(vmat)
Arguments
vmat
variance matrix
Value
jhat Long run covariance matrix
RoDivinity/BP2003 documentation built on Oct. 9, 2022, 9:33 a.m.
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| jhatpr | R Documentation |
Long-run covariance matrix computation
Description
The procedure to compute the long run covariance matrix jhat based
on variance matrix vmat
Usage
jhatpr(vmat)
Arguments
vmat |
variance matrix |
Value
jhat Long run covariance matrix
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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