get_vals_lagcrit

List with left (endogenous) variables.

List with right (exogenous) variables.

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

lag_crit

max_lags

Compute values for 'AICc', 'AIC', or 'BIC'.

internal

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>.

get_vals_lagcrit: Compute values for lag length criterion

Description

Arguments