getpara

Extract the parameter values from the parameter list set

internal

Estimation routines for several classes of affine term structure of interest rates models. All the models are based on the single-country unspanned macroeconomic risk framework from Joslin, Priebsch, and Singleton (2014, JF) <doi:10.1111/jofi.12131>. Multicountry extensions such as the ones of Jotikasthira, Le, and Lundblad (2015, JFE) <doi:10.1016/j.jfineco.2014.09.004>, Candelon and Moura (2023, EM) <doi:10.1016/j.econmod.2023.106453>, and Candelon and Moura (Forthcoming, JFEC) <doi:10.1093/jjfinec/nbae008> are also available.

Rubens Moura

MultiATSM

Multicountry Term Structure of Interest Rates Models

getpara function

<dl><dt>ListInputSet</dt>
<dd>All parameter features</dd></dl>

Arguments

Extract the parameter values from the parameter list set — getpara

<dl>

<dt>ListInputSet</dt>
<dd>All parameter features</dd>

</dl>

getpara: Extract the parameter values from the parameter list set

Description

Usage

Arguments

References