hdthreshold: Inference on Many Jumps in Nonparametric Panel Regression Models (original) (raw)
Provides uniform testing procedures for existence and heterogeneity of threshold effects in high-dimensional nonparametric panel regression models. The package accompanies the paper Chen, Keilbar, Su and Wang (2023) "Inference on many jumps in nonparametric panel regression models". arXiv preprint <doi:10.48550/arXiv.2312.01162>.
| Version: | 1.0.0 |
|---|---|
| Imports: | fdrtool, KernSmooth, rdrobust, stats |
| Published: | 2024-12-23 |
| DOI: | 10.32614/CRAN.package.hdthreshold |
| Author: | Georg Keilbar [aut, cre, cph], Likai Chen [ctb], Liangjun Su [ctb], Weining Wang [ctb] |
| Maintainer: | Georg Keilbar <georg.keilbar at hu-berlin.de> |
| License: | MIT + file |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | hdthreshold results |
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