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Releases: suahjl/localprojections

v0.0.6

19 Sep 10:30
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Changes to IRFPlot

  • Subplot titles now -> , similar to statsmodels' VAR IRF plots
  • New arguments to the IRFPlot function to control font sizes of subplot titles, and other fonts

v0.0.3

19 Sep 10:28
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New function PanelLPX, which implements the panel local projections model with an exogenous block, similar in principle to panel VARX models.

v0.0.0

08 Jul 07:35
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Initial release with the following functionalities:

  • Panel local projections model
  • Single entity local projections model
  • Plotting impulse response functions