naming exercise

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josef...@gmail.com

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Jun 5, 2016, 1:12:58 AM6/5/16
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Read a paper, or 3 chapter in different books that describe the same algorithm, filled with 10 one letter and more greek symbols, and come up with descriptive names.

Z_0 = endog_diff_lagged
Z_1 = ex_level or ex_coint or regressor_coint
Z_2 = ex_adjust or ex_shortrun

R_00 = endog_diff_lagged_projected or maybe resid_endog_diff_lagged or ....
S_00 = ???   (some kind of moment matrix)
S_01     (some other kind of moment matrix)

....


just something that avoids having to flip back a few pages to look up the definition again, and find the paper while maintaining the code.


Josef

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