SVARIV_Check | R Documentation |
Checks whether the inputs from SVARIV are valid.
SVARIV_Check(p, confidence, ydata, z, NWlags, norm, scale, horizons)
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 |
None
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