OrthoReg_JLL {MultiATSM} | R Documentation |
Get coefficients from the orthogonalized regressions
Description
Get coefficients from the orthogonalized regressions
Usage
OrthoReg_JLL(JLLinputs, N, FacSet, FactorLab_NonOrth, FactorLab_JLL)
Arguments
JLLinputs |
List of necessary inputs to estimate JLL-based setups |
N |
number of country-specific spanned factors (scalar) |
FacSet |
Set of factors used in the estimation of JLL-based setups |
FactorLab_NonOrth |
Variable labels of the non-orthogonalized risk factors |
FactorLab_JLL |
Variable labels of the orthogonalized risk factors |
[Package MultiATSM version 1.3.1 Index]