ajdmom.mdl_svvj.cond_mom.moment_y

ajdmom.mdl_svvj.cond_mom.moment_y(n)

conditional moment of the SVVJ model \(y_t|v_0\)

Parameters:

n (integer) – order of the conditional moment

Returns:

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

Return type:

Poly