create_composite_instruments

Create Composite Instruments using Factor Analysis

Comprehensive toolkit for Environmental Phillips Curve analysis
featuring multidimensional instrumental variable creation, transfer entropy
causal discovery, network analysis, and state-of-the-art econometric methods.
Implements geographic, technological, migration, geopolitical, financial,
and natural risk instruments with robust diagnostics and visualization.
Provides 24 different instrumental variable approaches with empirical validation.
Methods based on Phillips (1958) <doi:10.1111/j.1468-0335.1958.tb00003.x>,
transfer entropy by Schreiber (2000) <doi:10.1103/PhysRevLett.85.461>, and
weak instrument tests by Stock and Yogo (2005) <doi:10.1017/CBO9780511614491.006>.

Avishek Bhandari

ManyIVsNets

Environmental Phillips Curve Analysis with Multiple Instrumental
Variables and Networks

create_composite_instruments function

<dl><dt>instruments</dt>
<dd>Data frame with individual instruments</dd></dl>

Arguments

Create Composite Instruments using Factor Analysis — create_composite_instruments

<dl>

<dt>instruments</dt>
<dd>Data frame with individual instruments</dd>

</dl>

create_composite_instruments: Create Composite Instruments using Factor Analysis

Description

Usage

Value

Arguments