ajdmom.mdl_srjd.cond_cmom.cmoment_x¶
- ajdmom.mdl_srjd.cond_cmom.cmoment_x(n)[source]¶
conditional central moment of \(\sigma IE_t + IEZ_t\)
Note x is defined as \(x_t \equiv e^{kt}(v_t - \theta) - (v_0 - \theta)\), which equals to \(\sigma IE_t + IEZ_t\).
- Parameters:
n (integer) – order of the conditional central moment
- Returns:
poly with
keyfor= (‘e^{kt}’, ‘k^{-}’, ‘v0-theta’, ‘theta’, ‘sigma’, ‘lmbd’, ‘mu_v’)- Return type: