MultiATSM (version 0.3.6)

Functionf_Boot: Set up the vector-valued objective function (Bootstrap)

Description

Set up the vector-valued objective function (Bootstrap)

Usage

Functionf_Boot(
  ModelType,
  MLEinputsBS,
  Economies,
  mat,
  dt,
  FactorLabels,
  residBS,
  MaxEigen,
  JLLinputs,
  GVARinputs
)

Arguments

ModelType

string-vector containing the label of the model to be estimated

MLEinputsBS

Set of inputs that are necessary to the log-likelihood function

Economies

string-vector containing the names of the economies which are part of the economic system

mat

vector of maturities (in years) of yields used in estimation (J x 1)

dt

adjusted yearly frequency of the data

FactorLabels

string-list based which contains the labels of all the variables present in the model

residBS

indexes of the re-ordered bootstrap residuals

MaxEigen

largest eigenvalue under the P-dynamics

JLLinputs

necessary inputs for the estimation of JLL-based models

GVARinputs

necessary inputs for the estimation of GVAR-based models