lpirfs: get_robust_vcxt_panel – R documentation

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get_robust_vcxt_panel

Create and returns a function to estimate hc and clustered standard errors for panel data.

Description

Create and returns a function to estimate hc and clustered standard errors for panel data.

Usage

get_robust_vcxt_panel(func_name)

Arguments

func_name

A character.

Value

A function.

References

Croissant, Y., Millo, G. (2017). "Robust Standard Error Estimators for Panel Models: A Unifying Approach." Journal of Statistical Software, 27(2), 1-43. doi: 10.18637/jss.v082.i03 (URL: https://www.jstatsoft.org/article/view/v082i03).

lpirfs

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