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GitHub topics: wild-cluster-bootstrap

yukai-yang/PSTR

an R package for testing, estimating and evaluating the Panel Smooth Transition Regression (PSTR) model.

Language: R - Size: 1.06 MB - Last synced at: 23 days ago - Pushed at: 23 days ago - Stars: 19 - Forks: 24

py-econometrics/wildboottest

python module for wild cluster bootstrapping

Language: Python - Size: 4.45 MB - Last synced at: 5 days ago - Pushed at: 4 months ago - Stars: 9 - Forks: 0

s3alfisc/fwildclusterboot

Fast Wild Cluster Bootstrap Inference for Regression Models / OLS in R. Additionally, R port to WildBootTests.jl via the JuliaConnectoR.

Language: R - Size: 20.9 MB - Last synced at: 2 months ago - Pushed at: 11 months ago - Stars: 25 - Forks: 5

s3alfisc/wildrwolf

Romano-Wolf p-value adjustments for multiple hypotheses testing via the wild bootstrap for objects of type fixest and fixest_multi from the fixest package

Language: R - Size: 4.56 MB - Last synced at: 2 months ago - Pushed at: over 1 year ago - Stars: 7 - Forks: 1

yukai-yang/PSTR_Experiments

provides R codes for all the experiments in the paper "Panel Smooth Transition Regression Models"

Language: R - Size: 1.79 MB - Last synced at: about 2 years ago - Pushed at: over 6 years ago - Stars: 4 - Forks: 7