create_nl_data

A <a rd-options="" href="/link/list?package=lpirfs&version=0.1.9" data-mini-rdoc="lpirfs::list">list</a>(). Inputs are created in <a rd-options="" href="/link/lp_nl_iv?package=lpirfs&version=0.1.9" data-mini-rdoc="lpirfs::lp_nl_iv">lp_nl_iv</a>.

specs

A <a rd-options="" href="/link/data.frame?package=lpirfs&version=0.1.9" data-mini-rdoc="lpirfs::data.frame">data.frame</a> with dependent variables.

endog_data

Function to create data for nonlinear model with instrument variable approach.

internal

Provides functions to estimate and plot linear as well as nonlinear impulse
responses based on local projections by Jord<c3><a0> (2005) <doi:10.1257/0002828053828518>.

Philipp Ad<c3><a4>mmer

lpirfs

Local Projections Impulse Response Functions

James P. LeSage

Mehmet Balcilar

Jon Danielsson

create_nl_data function

A <a rd-options='' href='list'>list</a>(). Inputs are created in <a rd-options='' href='lp_nl_iv'>lp_nl_iv</a>.

A <a rd-options='' href='data.frame'>data.frame</a> with dependent variables.

create_nl_data: Compute data for nonlinear model with instrument variable approach

Description

Usage

Arguments

Value