lpirfs (version 0.1.9)

get_std_err_tsls: Compute standard errors for 2SLS

Description

Compute 2SLS standard errors.#'

Usage

get_std_err_tsls(yy, xx, lag_nw, k, zz, specs)

Arguments

yy

A matrix with all endogenous variables.

xx

A matrix with lagged endogenous variables.

lag_nw

Integer. Number of lags for Newey and West

k

Integer. Value of column to choose from

specs

A list with specifications from lp_lin or lp_nl.

Value

List. First element contains the estimated standard errors, the second element contains the OLS point estimates.