rhoParas {MultiATSM}R Documentation

Compute risk-neutral intercept and slope

Description

Compute risk-neutral intercept and slope

Usage

rhoParas(ModelPara, N, ModelType, Economies)

Arguments

ModelPara

list of model parameter estimates

N

number of country-specific spanned factors

ModelType

desired model type

Economies

string-vector containing the names of the economies which are part of the economic system


[Package MultiATSM version 1.3.1 Index]