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

Global functions
GKdata	Man page
externalinstrument	Man page Source code
externalinstrument.data.frame	Source code
externalinstrument.varest	Source code

angusmoore/varHFinstrument documentation built on Aug. 25, 2022, 11:35 a.m.

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