ivxj.gen_ivx

Functions

gen_ivx(x, rhoz, Tlens)

Generate Instrumental Variables for X (IVX) from unbalanced panel data.

gen_ivx_for_one_time_series(x, rhoz)

Generate Instrumental Variables for X (IVX) for a single time series.

Module Contents

ivxj.gen_ivx.gen_ivx(x, rhoz, Tlens)[source]

Generate Instrumental Variables for X (IVX) from unbalanced panel data.

This function generates the IVX tool variables for unbalanced panel data, where the dataset consists of multiple submatrices (x_1, …, x_n) with varying lengths.

Parameters:

  • x (2D array-like, dtype=float64) – The full dataset as a panel of stacked submatrices.

  • rhoz (float) – Parameter used for generating the IVX.

  • Tlens (1D array-like, dtype=int) – The lengths of each submatrix (individual time series) in the panel.

Returns:

zta – The generated IVX tool variables for the full dataset.

Return type:

2D array-like, dtype=float64

ivxj.gen_ivx.gen_ivx_for_one_time_series(x, rhoz)[source]

Generate Instrumental Variables for X (IVX) for a single time series.

This function generates the IVX tool variable for a given time series, based on the specified IVX generation parameter.

Parameters:

  • x (1D array-like, dtype=float64) – The input time series as a column vector.

  • rhoz (float) – Parameter used for generating the IVX.

Returns:

z – The generated IVX tool variable for the input time series.

Return type:

1D array-like, dtype=float64