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Run Prono demonstration

Source: R/prono.R
run_prono_demo.Rd

Run Prono demonstration

Usage

run_prono_demo(n = .hetid_const("N_SMALL"), print_results = TRUE)

Arguments

n

Sample size

print_results

Whether to print results

Value

Results from single simulation (invisibly)

References

Prono, T. (2014). The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Triangular Systems, with Applications to Asset Pricing Models That Include a Mismeasured Factor. Journal of Applied Econometrics, 29(5), 800-824. doi:10.1002/jae.2387

See also

run_single_prono_simulation for the underlying simulation create_prono_config for configuration run_prono_monte_carlo for full Monte Carlo analysis

Examples

if (FALSE) { # \dontrun{
# Quick demonstration with reduced sample size
run_prono_demo(n = 200, print_results = TRUE)
} # }