The lproj function allows to compute standard Jorda (2005) local projections as well as Barnichorn and Brownlees (2016) smooth local projection estimators.
1 | lproj()
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1 2 3 4 5 6 7 8 | ##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
##-- or do help(data=index) for the standard data sets.
## The function is currently defined as
function ()
{
}
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