coeffs
coeffs
coeffs(::Model, args...)
Returns the coefficient estimates of the model.
coeffs
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]