Idx_UnspanFact {MultiATSM} | R Documentation |
Obtain the indexes of both the domestic and global unspanned factors
Description
Obtain the indexes of both the domestic and global unspanned factors
Usage
Idx_UnspanFact(RiskFactors_TS, FactorLabels, Economies)
Arguments
RiskFactors_TS |
time series of risk factors for the jointly estimated models (CJ x T) |
FactorLabels |
a string-list based which contains all 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 |
[Package MultiATSM version 1.1.0 Index]