Run a het reg instrument with same number of lags as VAR

VFCI / vfciBusinessCycles

Research project exploring the relationship between financial conditions and business cycles.

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Run a het reg instrument with same number of lags as VAR #56

Closed matdehaven closed 4 months ago

matdehaven commented 4 months ago

Added two reports "max-share-unemp-hetreg-int-VFCI-add-lags2.pdf" and "hetreg-int-vfci-all-lags2.pdf" that add lags to the hetereoskedasticity regression equal to the length of the VAR.