angusmoore/varHFinstrument: Implements the external instrument identification method from Gertler Karadi (and others) for the R vars package

Simple implementation of the external instrument identification method for VARs from Gertler Karadi (2015) (and others).

Getting started

Package details

Maintainer
LicenseMIT + file LICENSE
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("angusmoore/varHFinstrument")
angusmoore/varHFinstrument documentation built on July 23, 2019, 2:48 p.m.