lpirfs: get_robust_cov_panel – R documentation

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get_robust_cov_panel

Function to get robust covariance matrix for panel data

Function to get robust covariance matrix for panel data

get_robust_cov_panel(panel_results, specs)

`panel_results`	Plm object from estimation
`specs`	List with specifications

Object with robust covariance matrix

Local Projections Impulse Response Functions

v0.2.0

GPL (>= 2)

Authors

Philipp Adämmer [aut, cre] (<https://orcid.org/0000-0003-3770-0097>), James P. LeSage [ctb], Mehmet Balcilar [ctb], Jon Danielsson [ctb]

Initial release