ajdmom.mdl_svcj.mom

Moments of the SVCJ model

Functions

key_times_poly(coef, k, poly)

moment_v_theta(n)

moment of \(E[(v0-theta)^n]\)

moment_y(n)

moment of \(y_t\)

poly2num(poly, par)

unm_y(n, par)