Conditional Moments (I)
Conditional moments of the SRJD model, given the initial variance.
Functions
m(n, par)
m
m_x(n, par)
m_x
moment_v(n)
moment_v
conditional moment of the state \(v_t\)
moment_x(n)
moment_x
conditional moment of \(\sigma IE_t + IEZ_t\)
poly2num(poly, par)
poly2num