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Option for AR 2 model in Cholette point in time benchmarking #4

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duncanelliott opened this issue Dec 9, 2015 · 0 comments
Open

Option for AR 2 model in Cholette point in time benchmarking #4

duncanelliott opened this issue Dec 9, 2015 · 0 comments
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@duncanelliott
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Cholette & Dagum recommend using an AR2 model for the error process in the case of point in time benchmarking. It would be useful to include this as an option to specify the AR2 process. Note that the coefficients are still only derived from one value of rho.
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@charphi @duncanelliott