BUnspannedAdapJoint function

Transform B_spanned into B_unspanned for jointQ models

BUnspannedAdapJoint(G, M, N, C, J, BSpanned)

Arguments

• G: number of global unspanned factors
• M: number of domestic unspanned factors
• N: number of domestic spanned factors
• C: number of economies of the economic system
• J: number of country-specific observed bond yields
• BSpanned: B that accomodates only the map to the spanned factors only