finalACF {prodest}

ACF estimation routine

Description

finalACF is the function linking the data cleaning part of the routine with the final function to be bootstrapped.

Usage

  finalACF(ind, data, fnum, snum, cnum, opt, theta0, boot = FALSE)

Arguments

ind

Vector of indices to reshuffle the data.

data

data.frame with the data to perform the estimation on.

fnum

Number of free variables.

snum

Number of state variables.

cnum

Number of control variables.

opt

String with the optimizer.

theta0

Vector of starting points.

boot

Binary indicator for the estimation routine being the baseline estimation (boot = FALSE, the default) or a bootstrap repetition.

Details

finalACF() accepts at least 7 inputs: a vector of reshuffled indices, the data.frame with the data, the number of free, state and control variables, the starting points and the optimizer. It collects the results of gACF() function - baseline and bootstrapped - calculates the standard errors and stores all in a prod object.

Author(s)

Gabriele Rovigatti