View source: R/pmpp_aux_funcs.R
Produce variance of the shocks estimated using GMM residues (sigma2_0) given the common coefficients (rho0)
1 2 | get_sigma2(rho, alpha = 0, common_par_method, X_star, Y_star, Z_star,
X_mat, Y_mat, Z_mat, n_alpha)
|
rho |
lagged dependent variable coefficients |
alpha |
external variables coefficients |
common_par_method |
method for estimating common parameters |
X_star |
auxiliary matrix for OFD transformation |
Y_star |
auxiliary matrix for OFD transformation |
Z_star |
auxiliary matrix for OFD transformation |
X_mat |
lagged dependent variable matrix |
Y_mat |
dependent variable matrix |
Z_mat |
external variable matrix |
n_alpha |
number of external variables |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.