get_std_err_tsls

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

get_std_err_tsls function

<dl><dt>yy</dt>
<dd>A matrix with all endogenous variables.</dd>
<dt>xx</dt>
<dd>A matrix with lagged endogenous variables.</dd>
<dt>lag_nw</dt>
<dd>Integer. Number of lags for Newey and West</dd>
<dt>k</dt>
<dd>Integer. Value of column to choose from</dd>
<dt>specs</dt>
<dd>A list with specifications from lp_lin or lp_nl.</dd></dl>

Arguments

Author

Compute standard errors for 2SLS — get_std_err_tsls

<dl>

<dt>yy</dt>
<dd>A matrix with all endogenous variables.</dd>


<dt>xx</dt>
<dd>A matrix with lagged endogenous variables.</dd>


<dt>lag_nw</dt>
<dd>Integer. Number of lags for Newey and West</dd>


<dt>k</dt>
<dd>Integer. Value of column to choose from</dd>


<dt>specs</dt>
<dd>A list with specifications from lp_lin or lp_nl.</dd>

</dl>

Compute standard errors for 2SLS

get_std_err_tsls: Compute standard errors for 2SLS

Description

Usage

Value

Arguments

Author