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.

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.

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.

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

0.1.5

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

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

• Fixed a bug for lp_lin_panel() and lp_nl_panel() when a pooling model is specified.

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

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

• Updated documentation.

• Updated examples.

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

lpirfs 0.1.3

• Included an option to conduct 2SLS with lp_lin_iv.

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

• Deleted the deprecated plot functions plot_lin_irfs and plot_nl_irfs.

• 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

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

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.