get_std_err: Compute standard errors by standard OLS or Newey and West
In AdaemmerP/lpirfs: Local Projections Impulse Response Functions
get_std_err R Documentation
Compute standard errors by standard OLS or Newey and West
Description
Compute standard errors by standard OLS or Newey and West (1987).
Usage
get_std_err(yy, xx, lag_nw, k, 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
AdaemmerP/lpirfs documentation built on July 27, 2023, 6:15 p.m.
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| get_std_err | R Documentation |
Compute standard errors by standard OLS or Newey and West
Description
Compute standard errors by standard OLS or Newey and West (1987).
Usage
get_std_err(yy, xx, lag_nw, k, 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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