BUnspannedAdapSep_BS function

Obtain the full form of B unspanned for "sep Q" models within the bootstrap setting

Obtain the full form of B unspanned for "sep Q" models within the bootstrap setting

BUnspannedAdapSep_BS(G, M, ModelParaBoot, Economies, Economy, ModelType, tt)

Arguments

  • G: number of global unspanned factors
  • M: number of country-specific domestic unspanned factors
  • ModelParaBoot: list of model parameter estimates (see the "Optimization" function) after a bootstrap draw
  • Economies: string-vector containing the names of the economies which are part of the economic system
  • Economy: string-vector containing the names of the economy under study
  • ModelType: string-vector containing the label of the model to be estimated
  • tt: number of the bootstrap draw
  • Maintainer: Rubens Moura
  • License: GPL-2 | GPL-3
  • Last published: 2025-03-24