se_eigp {GEC}

The function for calculating the standard errors of the parameters of EIGP model.

Description

This function find the parameter estimates of EIGP through a grid search procedure.

Usage

se_eigp(data, theta, eta)

Arguments

data

Observations.

theta

The MLE of theta

eta

The MLE of eta

Details

se_eigp

Value

The estimate of SE for theta and eta

Examples

sample1 = eigp_sampling(200,eta = 2,theta = 3)
theta = mle_search_eigp(data = sample1)$theta
eta = mle_search_eigp(data = sample1)$eta
se_eigp(sample1,theta,eta)