lpirfs - 0.2.4

• Fixed bug #48 for computing the standard errors for lp_lin_iv() when using 2SLS.
• Improved documentation.

- R
Published by AdaemmerP about 1 year ago

lpirfs - lpirfs 0.2.3

• Fixed bug #27.
• Added additional output for panel functions: the full plm-objects are now returned in addition to summary statistics.
• Updated mail address.

- R
Published by AdaemmerP over 2 years ago

lpirfs - lpirfs 0.2.2

• Disabled the possibility lags_exog = 0 for functions lp_lin(), lp_nl(), lp_lin_iv() and lp_nl_iv(). Solely contemp_data should be used for exogenous data with contemporaneous impact.

• Updated documentation for functions lp_lin(), lp_nl(), lp_lin_iv() and lp_nl_iv() regardings exog_data and lags_exog.

- R
Published by AdaemmerP over 3 years ago

lpirfs - lpirfs 0.2.0

The dependency on the external JST data set has been removed by commenting out the examples for the panel functions. Now, the JST data set has to be downloaded by the user first, before running the examples for the panel functions.

- R
Published by AdaemmerP about 5 years ago

lpirfs - 0.1.8

• Fixed tests and deprecated functions to be compatible with new dplyr 1.0.0.

• Fixed an issue to correctly show summary statistics

- R
Published by AdaemmerP almost 6 years ago

lpirfs - 0.1.5

• Fixed a bug for lplinpanel() and lpnlpanel() regarding the construction of the endogenous and exogenous variables.

• Fixed a bug for lpnlpanel() when using the switching variable.

• Fixed a bug for lplinpanel() and lpnlpanel() when a pooling model is specified.

• New checks for lplinpanel() and lpnlpanel() to see whether shock variable has been dropped during estimation, potentially because of co-linearity or identification issues.

• lpnlpanel() now returns the (transformed) switching variable as a tibble along with the original data for comparabaility.

• Updated documentation.

• Updated examples.

- R
Published by AdaemmerP almost 7 years ago

lpirfs - 0.1.4

• Added two functions to estimate linear and nonlinear irfs for panel data.

• Added an option to choose whether to use lagged values of the switching variable in nonlinear models.

• Added an option to use a dummy approach for the nonlinear models.

• Deleted messages about how models are estimated (e.g. with or without exogenous data).

• Changed input name in lp_lin_iv() for consistency:

function | old input name | new input name :--------|:------------- |:------------- lp_lin_iv() | twosls | use_twosls

- R
Published by AdaemmerP over 7 years ago

lpirfs - lpirfs 0.1.3

• Included an option to conduct 2SLS with lpliniv.

• Included an option to set the lag length of the endogenous variables in lpliniv and lpnliv to zero.

• Deleted the deprecated plot functions plotlinirfs and plotnlirfs.

• Improved documentation.

• Changed input names in lp_lin_iv() and lp_nl_iv() for consistency:

function | old input name | new input name :--------|:------------- |:------------- lp_lin_iv() | instr | shock lp_nl_iv() | instr | shock

- R
Published by AdaemmerP over 7 years ago

lpirfs - lpirfs 0.1.2

lpirfs 0.1.2

Improvements

• Fixed an error in lp_nl() when lags are chosen by a lag length criterion. Version 0.1.1 chooses lags based on linear instead of nonlinear data.

• Removed the dependency on the vars package.

• lp_lin() and lp_nl() now allow to include exogenous variables and exogenous variables with contemporaneous impact.

• plot_lin_irfs() and plot_nl_irfs() are deprecated and have been replaced by plot_lin() and plot_nl().

• Two new functions named lp_lin_iv() and lp_nl_iv() allow to estimate linear and nonlinear impulse responses with identified shocks (instrument variables).

• Input names in lp_lin() and lp_nl() have been changed for consistency:

function | old input name | new input name :--------|:------------- |:------------- lp_lin() | lags_lin | lags_endog_lin lp_nl() | lags_lin | lags_endog_lin lp_nl() | lags_nl | lags_endog_nl lp_nl() | hp_filter | use_hp

- R
Published by AdaemmerP over 7 years ago

lpirfs - lpirfs 0.1.1

lpirfs 0.1.1

Improvements

• The dependency to the mFilter package is removed. The HP-filter is now written in C++ which vastly improves efficiency.

• A problem with a C++ function is resolved so that the package can also be installed on Oracle Solaris.

• Renamed functions:

original name | new name | :--------|:------------- lm_function | get_resids_ols reduced_var | get_mat_chol find_lag_c | get_vals_lagcrit newey_west_c | newey_west switching_series | get_vals_switching

lpirfs 0.1.0

• Preparation for CRAN release.

- R
Published by AdaemmerP over 7 years ago