checkImpulseZero

<p>irf output from impulseResponse function</p>

<p>A function to find which entries of the impulse response function
are zero.</p>

A wrapper for sparse VAR/VECM time series models estimation
using penalties like ENET (Elastic Net), SCAD (Smoothly Clipped
Absolute Deviation) and MCP (Minimax Concave Penalty).
Based on the work of Sumanta Basu and George Michailidis
<doi:10.1214/15-AOS1315>.

Simone Vazzoler

checkImpulseZero: Check Impulse Zero

Description

Usage

Arguments

Value