MSWfunction: MARep

In martinbaumgaertner/varexternal: Vector autoregression with external instruments

MARep

Description

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

Usage

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

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 April 27, 2022, 1:31 a.m.