MSWfunction | R Documentation |
Reports the confidence interval for IRF coefficients described in Montiel-Olea, Stock, and Watson (2017).
MSWfunction(confidence, nvar, scale, horizons, RForm)
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 |
InferenceMSW: Structure containing the MSW weak-iv robust confidence interval
Plugin: Structure containing standard plug-in inference
Chol: Cholesky IRFs
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
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