ajdmom.mdl_svvj.cond2_mom.moment_comb

ajdmom.mdl_svvj.cond2_mom.moment_comb(n, n1, n2, n3, n4, PY)

moment for this combination in the expansion of \(y_t^n\)

Parameters:

• n (int) – n in \(E[y_t^n]\)

• n1 (int) – power of \((\mu -\theta/2)t\)

• n2 (int) – power of \((v_0 - \theta)\beta_t\)

• n3 (int) – power of \(I\!E\!Z_t\)

• n4 (int) – power of \(I\!Z_t\)

• PY (Poly) – poly of \(E[\overline{y}_t^{n_5}|v_0, z_s, 0\le s\le t]\)

Returns:

poly with attribute keyfor = (‘e^{kt}’,’t’,’k^{-}’,’beta_t’,’mu-theta/2’,’v0-theta’,’theta’,’sigma’, ‘l_{1:n}’, ‘o_{1:n}’, ‘p’, ‘sigma/2k’,’rho-sigma/2k’,’sqrt(1-rho^2)’), now ‘p’ encoding power of \(I\!Z_t\).

Return type:

Poly