API for angusmoore/varexternalinstrument
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/varexternalinstrument documentation built on Sept. 5, 2022, 6:38 p.m.