ajdmom.mdl_svcj.cond_ieii_ieziziz_mom.moment_ieii_ieziziz

ajdmom.mdl_svcj.cond_ieii_ieziziz_mom.moment_ieii_ieziziz(n1, n2, n3, n4, n5, n6)[source]

joint conditional moment of \(IE_t,I_t,I_t^{*},IEZ_t,IZ_t,IZ_t^{*}|v_0\)

Parameters:
  • n1 (integer) – order of \(IE_t\)

  • n2 (integer) – order of \(I_t\)

  • n3 (integer) – order of \(I_t^{*}\)

  • n4 (integer) – order of \(IEZ_t\)

  • n5 (integer) – order of \(IZ_t\)

  • n6 (integer) – order of \(IZ_t^{*}\)

Returns:

poly with keyfor = (‘e^{kt}’,’t’,’k^{-}’,’v0-theta’,’theta’,’sigma’, ‘lmbd’,’mu_v’,’mu_s’,’sigma_s’)

Return type:

Poly