SVARIV_Check: SVARIV_Check
In martinbaumgaertner/varexternal: Vector autoregression with external instruments
SVARIV_Check R Documentation
SVARIV_Check
Description
Checks whether the inputs from SVARIV are valid.
Usage
SVARIV_Check(p, confidence, ydata, z, NWlags, norm, scale, horizons)
Arguments
p
Number of lags in the VAR model
confidence
Value for the standard and weak-IV robust confidence set
ydata
Endogenous variables from the VAR model
z
External instrumental variable
NWlags
Newey-West lags
norm
Variable used for normalization
scale
Scale of the shock
horizons
Number of horizons for the Impulse Response Functions
Value
None
martinbaumgaertner/varexternal documentation built on April 27, 2022, 1:31 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| SVARIV_Check | R Documentation |
SVARIV_Check
Description
Checks whether the inputs from SVARIV are valid.
Usage
SVARIV_Check(p, confidence, ydata, z, NWlags, norm, scale, horizons)
Arguments
p |
Number of lags in the VAR model |
confidence |
Value for the standard and weak-IV robust confidence set |
ydata |
Endogenous variables from the VAR model |
z |
External instrumental variable |
NWlags |
Newey-West lags |
norm |
Variable used for normalization |
scale |
Scale of the shock |
horizons |
Number of horizons for the Impulse Response Functions |
Value
None
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.