ajdmom.mdl_srjd.cond_mom

Conditional Moments (I)

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

Functions

m(n, par)

m_x(n, par)

moment_v(n)

conditional moment of the state \(v_t\)

moment_x(n)

conditional moment of \(\sigma IE_t + IEZ_t\)

poly2num(poly, par)