MSWfunction: MARep

Description Usage Arguments Value See Also

View source: R/MSWfunction.R

Description

Reports the confidence interval for IRF coefficients described in Montiel-Olea, Stock, and Watson (2017).

Usage

1
MSWfunction(confidence, nvar, scale, horizons, RForm, display_on)

Arguments

confidence

confidence level

nvar

variable defining the normalization

scale

scale of the shock

horizons

Number of horizons for the IRF

RForm

reduced-form structure

display_on

dummy variable

Value

InferenceMSW: Structure containing the MSW weak-iv robust confidence interval

Plugin: Structure containing standard plug-in inference

Chol: Cholesky IRFs

See Also

https://github.com/jm4474/SVARIV

https://uc4384f22718973d3d912d614f2e.dl.dropboxusercontent.com/cd/0/inline2/Aslwi_FA9z6v37dfxMeUP3mEaP-a4ZA8RFrXd5h_EymM1lqGy-UUwGJB3TxqRxluMhE9ebnvHEMZktfcUmJ1v4mGSxeS_ZEDJBCrjGvyopAnP44ClPLJ6kmM36F557kHnqKQjn___0XTNvPaWvXnkEC0Btt3MpVhn41q0ddL4qtZ1g9l2ooeVweHH9X5xCAaG3R28lpzivQzj8AZRVSPHs98yseh0L9I10-G0frVqteUkjuQJQNAmFlEPpqegmDhpPo_vaMScx1w1ivQ–mxoZli2uvBI1Pnen-nGIyD3qT_oT-0r3K6bjwk1vI71fgMtGw6ZhWWFuWv48Oq-vg7lN1fKgPEyvcJMcdIISnra0z-1w/file


martinbaumgaertner/varexternal documentation built on Nov. 20, 2019, 11:28 p.m.