Searched refs:long_run_covariance (Results 1 – 5 of 5) sorted by relevance
59 gretl_matrix *long_run_covariance (const gretl_matrix *X,
909 gretl_matrix *long_run_covariance (const gretl_matrix *X, in long_run_covariance() function
12230 A = long_run_covariance(mc, d, &p->err); in eval_3args_func()
12327 A = long_run_covariance(mc, d, &p->err);
45 eval(['[sample_moments,long_run_covariance] = ' M_.fname '_moments;'])46 weighting_matrix = inv(long_run_covariance);236 V = (1+1/options.number_of_simulated_sample)*G'*long_run_covariance*G;