QMLE_sd {rumidas}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.


[Package rumidas version 0.1.2 Index]