Changes to IRFPlot - Subplot titles now <shock> -> <response>, similar to statsmodels' VAR IRF plots - New arguments to the IRFPlot function to control font sizes of subplot titles, and other fonts
0.0.3
New function PanelLPX, which implements the panel local projections model with an exogenous block, similar in principle to panel VARX models.
0.0.0
Initial release with the following functionalities:
- Panel local projections model - Single entity local projections model - Plotting impulse response functions