get_robust_cov_panel

Function to get robust covariance matrix for panel data

Provides functions to estimate and visualize linear as well as nonlinear impulse
responses based on local projections by Jordà (2005) <doi:10.1257/0002828053828518>.
The methods and the package are explained in detail in Adämmer (2019) <doi:10.32614/RJ-2019-052>.

Philipp Adämmer

lpirfs

Local Projections Impulse Response Functions

James P. LeSage

Mehmet Balcilar

Jon Danielsson

get_robust_cov_panel function

<dl><dt>panel_results</dt>
<dd>Plm object from estimation</dd>
<dt>specs</dt>
<dd>List with specifications</dd></dl>

Arguments

Function to get robust covariance matrix for panel data — get_robust_cov_panel

<dl>

<dt>panel_results</dt>
<dd>Plm object from estimation</dd>


<dt>specs</dt>
<dd>List with specifications</dd>

</dl>

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get_robust_cov_panel: Function to get robust covariance matrix for panel data

Description

Usage

Value

Arguments