ajdmom.mdl_svvj.cond2_mom.moments_y_to

ajdmom.mdl_svvj.cond2_mom.moments_y_to(l)[source]

conditional moments of \(y_t\) with orders \(0:l\)

Parameters:

l (int) – highest order of the conditional moments to derive, l >= 1

Returns:

a list of polys 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)’)

Return type:

Poly