Optimization_Time

Compute the time elapsed in the numerical optimization

internal

Estimation routines for several classes of affine term structure of interest rates models. All the models are based on the single-country unspanned macroeconomic risk framework from Joslin, Priebsch, and Singleton (2014, JF) <doi:10.1111/jofi.12131>. Multicountry extensions such as the ones of Jotikasthira, Le, and Lundblad (2015, JFE) <doi:10.1016/j.jfineco.2014.09.004>, Candelon and Moura (2023, EM) <doi:10.1016/j.econmod.2023.106453>, and Candelon and Moura (Forthcoming, JFEC) <doi:10.1093/jjfinec/nbae008> are also available.

Rubens Moura

MultiATSM

Multicountry Term Structure of Interest Rates Models

Optimization_Time function

<dl><dt>start_time</dt>
<dd>Starting time</dd></dl>

Arguments

Compute the time elapsed in the numerical optimization — Optimization_Time

<dl>

<dt>start_time</dt>
<dd>Starting time</dd>

</dl>

Optimization_Time: Compute the time elapsed in the numerical optimization

Description

Usage

Arguments