get_std_err_tsls: Compute standard errors for 2SLS
In lpirfs: Local Projections Impulse Response Functions
View source: R/get_std_err_tsls.R
get_std_err_tsls R Documentation
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.
Author(s)
Philipp Adämmer
lpirfs documentation built on April 4, 2025, 1:36 a.m.
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View source: R/get_std_err_tsls.R
| get_std_err_tsls | R Documentation |
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.
Author(s)
Philipp Adämmer
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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