create_panel_data

Function to create panel data for linear and nonlinear model.

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_panel_data function

<dl><dt>specs</dt>
<dd>A list with specifications created in lp_lin_panel or lp_nl_panel.</dd>
<dt>data_set</dt>
<dd>A data.frame consisting of a panel data set.</dd></dl>

Arguments

Prepare data sets for linear and nonlinear panel model — create_panel_data

<dl>

<dt>specs</dt>
<dd>A list with specifications created in lp_lin_panel or lp_nl_panel.</dd>


<dt>data_set</dt>
<dd>A data.frame consisting of a panel data set.</dd>

</dl>

create_panel_data: Prepare data sets for linear and nonlinear panel model

Description

Usage

Value

Arguments