get_std_err

A matrix with all endogenous variables.

A matrix with lagged endogenous variables.

Integer. Number of lags for Newey and West

lag_nw

Integer. Value of column to choose from

A list with specifications from <a rd-options="" href="/link/lp_lin?package=lpirfs&version=0.1.9" data-mini-rdoc="lpirfs::lp_lin">lp_lin</a> or <a rd-options="" href="/link/lp_nl?package=lpirfs&version=0.1.9" data-mini-rdoc="lpirfs::lp_nl">lp_nl</a>.

specs

Compute standard errors by standard OLS or Newey and West (1987).

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

get_std_err function

A list with specifications from <a rd-options='' href='lp_lin'>lp_lin</a> or <a rd-options='' href='lp_nl'>lp_nl</a>.

get_std_err: Compute standard errors by standard OLS or Newey and West

Description

Usage

Arguments

Value