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vcov.panelAR

Variance-covariance method for fitted objects of class "panelAR"

Description

vcov method for class "panelAR".

Usage

## S3 method for class 'panelAR'
vcov(object, ...)

Arguments

object

an object of class "panelAR".

...

further arguments passed to or from other methods.

Value

A matrix of estimated covariances between parameter estimates. The row and column names correspond to the parameter names obtained using the coef method.

Author(s)

Konstantin Kashin kkashin@fas.harvard.edu

See Also

The function panelAR.

panelAR

Estimation of Linear AR(1) Panel Data Models with Cross-Sectional Heteroskedasticity and/or Correlation

v0.1
GPL (>= 2)
Authors
Konstantin Kashin <kkashin@fas.harvard.edu>
Initial release
2014-02-27

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