Wvec

<code>Wvec</code> stacks columns of the given matrix to form a vector
 and removes elements that are zeros.

internal

Penalized and non-penalized maximum likelihood estimation of smooth
transition vector autoregressive models with various types of transition weight
functions, conditional distributions, and identification methods. Constrained
estimation with various types of constraints is available. Residual based
model diagnostics, forecasting, simulations, and calculation of impulse
response functions, generalized impulse response functions, and generalized
forecast error variance decompositions. See
Heather Anderson, Farshid Vahid (1998) <doi:10.1016/S0304-4076(97)00076-6>,
Helmut Lütkepohl, Aleksei Netšunajev (2017) <doi:10.1016/j.jedc.2017.09.001>,
Markku Lanne, Savi Virolainen (2025) <doi:10.48550/arXiv.2403.14216>,
Savi Virolainen (2025) <doi:10.48550/arXiv.2404.19707>.

Savi Virolainen

sstvars

Toolkit for Reduced Form and Structural Smooth Transition Vector
Autoregressive Models

Wvec function

<dl><dt>W</dt>
<dd>a size \((dxd)\) square matrix to be vectorized.</dd></dl>

Arguments

Vectorization operator that removes zeros — Wvec

<dl>

<dt>W</dt>
<dd>a size \((dxd)\) square matrix to be vectorized.</dd>

</dl>

Wvec: Vectorization operator that removes zeros

Description

Usage

Value

Arguments