Library: | multi |
See also: | modelss |
Quantlet: | sfvonbss | |
Description: | standard errors of parameters for Subset VAR |
Usage: | sf = sfvonbss(r,icovu,gam,di,ord,t) | |
Input: | ||
r | matrix, restriction matrix | |
icovu | matrix | |
gam | matrix | |
di | integer, dimension of time series | |
ord | integer, order of VAR model | |
t | integer, sample size | |
Output: | ||
sf | matrix of standard errors |