hdthreshold: Inference on Many Jumps in Nonparametric Panel Regression Models

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
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 LICENSE
NeedsCompilation:	no
Materials:	NEWS
CRAN checks:	hdthreshold results

Documentation:

Reference manual:

hdthreshold.html , hdthreshold.pdf

Downloads:

Package source:	hdthreshold_1.0.0.tar.gz
Windows binaries:	r-devel: hdthreshold_1.0.0.zip, r-release: hdthreshold_1.0.0.zip, r-oldrel: hdthreshold_1.0.0.zip
macOS binaries:	r-release (arm64): hdthreshold_1.0.0.tgz, r-oldrel (arm64): hdthreshold_1.0.0.tgz, r-release (x86_64): hdthreshold_1.0.0.tgz, r-oldrel (x86_64): hdthreshold_1.0.0.tgz

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