Boot_mixtureVAR | R Documentation |
Allows to perform a bootstrap on an estimated mixtureVAR model. This bootstrap is necessary for computing the impulse response functions.
Boot_mixtureVAR(mod, nboot = 499, eps = 1e-08)
mod |
the model to be bootstrapped |
nboot |
number of bootstrap iterations |
eps |
precision default to 1e-8 |
return
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