qr_estimate

qr_estimate

Functions

Description

Functions

gretl_qr_regress ()

int
gretl_qr_regress (MODEL *pmod,
                  DATASET *dset,
                  gretlopt opt);

qr_tsls_vcv ()

int
qr_tsls_vcv (MODEL *pmod,
             const DATASET *dset,
             gretlopt opt);

qr_matrix_hccme ()

int
qr_matrix_hccme (const gretl_matrix *X,
                 const gretl_matrix *h,
                 const gretl_matrix *XTXi,
                 gretl_matrix *d,
                 gretl_matrix *VCV,
                 int hc_version);

hac_weight ()

double
hac_weight (int kern,
            int h,
            int i);

qs_hac_weight ()

double
qs_hac_weight (double bt,
               int i);

maybe_limit_VAR_coeffs ()

int
maybe_limit_VAR_coeffs (gretl_matrix *A,
                        gretl_matrix *Y,
                        gretl_matrix *X,
                        gretl_matrix *E);

newey_west_bandwidth ()

int
newey_west_bandwidth (const gretl_matrix *f,
                      const gretl_matrix *w,
                      int kern,
                      int prewhitened,
                      int *h,
                      double *bt);

HAC_XOX ()

gretl_matrix *
HAC_XOX (const gretl_matrix *uhat,
         const gretl_matrix *X,
         VCVInfo *vi,
         int use_prior,
         int *err);

Types and Values