lpirfs: create_nl_data – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

create_nl_data

Compute data for nonlinear model with instrument variable approach

Function to create data for nonlinear model with instrument variable approach.

create_nl_data(specs, endog_data)

`specs`	A list(). Inputs are created in lp_nl_iv.
`endog_data`	A data.frame with dependent variables.

List with filled matrices of lagged left (y_nl) and right hand side (x_nl) variables.

Philipp Adämmer

Local Projections Impulse Response Functions

v0.2.0

GPL (>= 2)

Authors

Philipp Adämmer [aut, cre] (<https://orcid.org/0000-0003-3770-0097>), James P. LeSage [ctb], Mehmet Balcilar [ctb], Jon Danielsson [ctb]

Initial release