Topic: "wild-cluster-bootstrap"
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: about 1 month ago - Pushed at: 9 months ago - Stars: 25 - Forks: 5
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: over 1 year ago - Pushed at: over 1 year ago - Stars: 15 - Forks: 21
py-econometrics/wildboottest
python module for wild cluster bootstrapping
Language: Python - Size: 4.4 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 8 - Forks: 0
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: about 1 month 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: almost 2 years ago - Pushed at: over 6 years ago - Stars: 4 - Forks: 7