ajdmom.mdl_srjd.cond_cmom

Conditional Central Moments (I)

Conditional central moments of the SRJD model, given the initial variance.

Functions

cm(n, par)
cm_x(n, par)
cmoment_v(n)	conditional central moment of the state \(v_t\)
cmoment_x(n)	conditional central moment of \(\sigma IE_t + IEZ_t\)