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]