create_nl_data

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

internal

Provides functions to estimate and visualize linear as well as nonlinear impulse
responses based on local projections by Jordà (2005) <doi:10.1257/0002828053828518>.
The methods and the package are explained in detail in Adämmer (2019) <doi:10.32614/RJ-2019-052>.

Philipp Adämmer

lpirfs

Local Projections Impulse Response Functions

James P. LeSage

Mehmet Balcilar

Jon Danielsson

create_nl_data function

<dl><dt>specs</dt>
<dd>A <a href="/link/list?package=lpirfs&version=0.2.4" data-mini-rdoc="lpirfs::list">list</a>(). Inputs are created in lp_nl_iv.</dd>
<dt>endog_data</dt>
<dd>A <a href="/link/data.frame?package=lpirfs&version=0.2.4" data-mini-rdoc="lpirfs::data.frame">data.frame</a> with dependent variables.</dd></dl>

Arguments

Author

Compute data for nonlinear model with instrument variable approach — create_nl_data

<dl>

<dt>specs</dt>
<dd>A <a href='https://rdrr.io/r/base/list.html'>list</a>(). Inputs are created in lp_nl_iv.</dd>


<dt>endog_data</dt>
<dd>A <a href='https://rdrr.io/r/base/data.frame.html'>data.frame</a> with dependent variables.</dd>

</dl>

create_nl_data: Compute data for nonlinear model with instrument variable approach

Description

Usage

Value

Arguments

Author