Desparsified Lasso Inference for Time Series
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Documentation for package ‘desla’ version 0.3.1
Help Pages
| create_state_dummies | Create State Dummies |
| desla | Desparsified lasso |
| HDLP | State Dependent High-Dimensional Local Projection |
| plot.hdlp | Plot Impulse Responses obtained from HDLP. |