ajdmom.mdl_srjd.cond_mom

Conditional Moments (I)

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

Functions

m(n, par)
m_to(m, par)
m_x(n, par)
moment_v(n)	conditional moment of the state \(v_t\)
moment_v_to(m)	Moments of \(v_t\) to order m
moment_x(n)	conditional moment of \(\sigma IE_t + IEZ_t\)
moment_x_to(m)