IDXZeroRestrictionsJLLVarCovOrtho {MultiATSM} | R Documentation |
Find the indexes of zero-restrictions from the orthogonalized variance-covariance matrix from the JLL-based models
Description
Find the indexes of zero-restrictions from the orthogonalized variance-covariance matrix from the JLL-based models
Usage
IDXZeroRestrictionsJLLVarCovOrtho(M, N, G, Economies, DomUnit)
Arguments
M |
number of country-specific unspanned factors (scalar) |
N |
number of country-specific spanned factors (scalar) |
G |
number of global unspanned factors (scalar) |
Economies |
Set of economies that are part of the economic system (string-vector) |
DomUnit |
Name of the economy which is assigned as the dominant unit. |
Value
restricted version of the JLL of the Cholesky factorization (F x F)
[Package MultiATSM version 1.3.1 Index]