find_lag_c

List with left (endogenous) variables

List with right (exogenous) variables

Integer: 'AICc'= 1, 'AIC' = 2, 'BIC' = 3.

lag_crit

Determine optimal lag length based on 'AICc', 'AIC', or 'BIC' criterion.

Contains functions to estimate linear and nonlinear impulse
responses based on local projections by Jord<c3><a0> (2005) <doi:10.1257/0002828053828518>.
Nonlinear impulse responses are estimated for two regimes based on
a transition function as used in Auerbach and Gorodnichenko (2012) <doi:10.1257/pol.4.2.1>.

find_lag_c: Compute optimal lag length

Description

Arguments