matsplitter

internal

Compute the quantile autoregressive distributed lag model of Cho, Jin Seo & Kim, Tae-hwan & Shin, Yongcheol,(2015) <DOI:10.1016/j.jeconom.2015.05.003> and the short and long-run wald tests.

Zaghdoudi Taha

Qardl

Quantile Autoregressive Distributed Lag Model

matsplitter function

<dl><dt>M</dt>
<dd>matrix</dd>
<dt>r</dt>
<dd>matrix rows</dd>
<dt>c</dt>
<dd>matrix columns
aaa=matrix(c(seq(50)),25,2)
matsplitter(aaa,5,2)</dd></dl>

Arguments

Function matsplitter — matsplitter

<dl>

<dt>M</dt>
<dd>matrix</dd>


<dt>r</dt>
<dd>matrix rows</dd>


<dt>c</dt>
<dd>matrix columns
aaa=matrix(c(seq(50)),25,2)
matsplitter(aaa,5,2)</dd>

</dl>

matsplitter: Function matsplitter

Description

Usage

Arguments