FeedbackMat_BS {MultiATSM} | R Documentation |
Compute the Feedback matrix of each bootstrap draw
Description
Compute the Feedback matrix of each bootstrap draw
Usage
FeedbackMat_BS(
ModelType,
RiskFactors_TS,
FactorLabels,
Economies,
GVARlist,
JLLlist,
WishBRW,
BRWlist
)
Arguments
ModelType |
string-vector containing the label of the model to be estimated |
RiskFactors_TS |
Time-series of risk factors of the bootstrap (F x T) |
FactorLabels |
string-list based which contains the labels of all the variables present in the model |
Economies |
string-vector containing the names of the economies which are part of the economic system |
GVARlist |
list of necessary inputs for the estimation of GVAR-based models |
JLLlist |
list of necessary inputs for the estimation of JLL-based models |
WishBRW |
Whether the user wishes to estimate the physical parameter model with the Bias correction model from BRW (2012) (see "Bias_Correc_VAR" function). |
BRWlist |
list of necessary inputs for performing the bias-corrected estimation (see |
[Package MultiATSM version 1.1.0 Index]