get_vals_lagcrit

Compute values for 'AICc', 'AIC', or 'BIC'.
Schwarz, Gideon E. (1978). "Estimating the dimension of a model", Annals of Statistics, 6 (2): 461–464.

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_vals_lagcrit function

<dl><dt>y</dt>
<dd>List with left (endogenous) variables.</dd>
<dt>x</dt>
<dd>List with right (exogenous) variables.</dd>
<dt>lag_crit</dt>
<dd>Integer: 'AICc'= 1, 'AIC' = 2, 'BIC' = 3.</dd>
<dt>h</dt>
<dd>Integer.</dd>
<dt>k</dt>
<dd>Integer.</dd>
<dt>max_lags</dt>
<dd>Integer.</dd></dl>

Arguments

Compute values for lag length criteria — get_vals_lagcrit

<dl>

<dt>y</dt>
<dd>List with left (endogenous) variables.</dd>


<dt>x</dt>
<dd>List with right (exogenous) variables.</dd>


<dt>lag_crit</dt>
<dd>Integer: 'AICc'= 1, 'AIC' = 2, 'BIC' = 3.</dd>


<dt>h</dt>
<dd>Integer.</dd>


<dt>k</dt>
<dd>Integer.</dd>


<dt>max_lags</dt>
<dd>Integer.</dd>

</dl>

get_vals_lagcrit: Compute values for lag length criteria

Description

Usage

Arguments

References