get_std_err_tsls {lpirfs} | R Documentation |
Compute standard errors for 2SLS
Description
Compute 2SLS standard errors.#'
Usage
get_std_err_tsls(yy, xx, lag_nw, k, zz, specs)
Arguments
yy |
A matrix with all endogenous variables. |
xx |
A matrix with lagged endogenous variables. |
lag_nw |
Integer. Number of lags for Newey and West |
k |
Integer. Value of column to choose from |
specs |
Value
List. First element contains the estimated standard errors, the second element contains the OLS point estimates.
Author(s)
Philipp Adämmer
[Package lpirfs version 0.2.4 Index]