optim_weights

optim_weights — specifies quadratic objectives for optimal policy problems

Synopsis

optim_weights;
(1) VARIANCE STATEMENT | (2) COVARIANCE STATEMENT | (3) STANDARD ERROR STATEMENT end;

(1) var VARIABLE_NAME = EXPRESSION;

(2) var VARIABLE_NAME , VARIABLE_NAME = EXPRESSION;

(3) var VARIABLE_NAME; stderr EXPRESSION;

Description

optim_weights secifies the nonzero elements of the quadratic weight matrices for the objectives in olr and osr