| Library: | multi |
| See also: | modelss |
| Macro: | sfvonbss | |
| Description: | standard errors of parameters for Subset VAR |
| Usage: | sf = sfvonbss(r,icovu,gam,di,ord,t) | |
| Input: | ||
| r | matrix, restriction matrix | |
| icovu | matrix | |
| gam | matrix | |
| di | integer, dimension of time series | |
| ord | integer, order of VAR model | |
| t | integer, sample size | |
| Output: | ||
| sf | matrix of standard errors | |
| Library: | multi |
| See also: | modelss |