Check_comparison__OLS {MultiATSM} | R Documentation |
check whether mean/median of OLS is close to actual OLS estimates
Description
check whether mean/median of OLS is close to actual OLS estimates
Usage
Check_comparison__OLS(
theta_tilde,
theta_OLS,
B_check,
RiskFactors,
N,
GVARinputs,
JLLinputs,
FactorLabels,
Economies,
ModelType
)
Arguments
theta_tilde |
feedback matrix after the bias correction procedure |
theta_OLS |
feedback matrix obtained by OLS estimation (without bias correction) |
B_check |
number of bootstrap samples used in the closeness check |
RiskFactors |
time series of the risk factors (F x T) |
N |
number of country-specific spanned factors (scalar) |
GVARinputs |
inputs used in the estimation of the GVAR-based models (see "GVAR" function). Default is set to NULL |
JLLinputs |
inputs used in the estimation of the JLL-based models (see "JLL" function). Default is set to NULL |
FactorLabels |
string-list based which contains the labels of all variables present in the model |
Economies |
string-vector containing the names of the economies which are part of the economic system |
ModelType |
string-vector containing the label of the model to be estimated |