Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

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




Author: C. Hafner, W. Haerdle, 19980409 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006