coeffs

coeffs(::Model, args...)

Returns the coefficient estimates of the model.

coeffs(model::LP, exclude_deterministic::Bool=false)

Returns the coefficient estimates of the local projections. The returned object is three dimensional with the coefficients for each horizon stacked along the third dimension. If exclude_deterministic is true, then all coefficients for deterministic variables, i.e. the coefficient on the constant, will be removed.

Coefficients for each horizon have the ordering [constant, contemporaneous controls, treatment, lagged controls]