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We provide a list of functions for replicating the results of the Monte Carlo simulations and empirical application of Jiang et al. (2022). In particular, we provide corresponding functions for generating the three types of random data described in this paper, as well as all the estimation strategies. Detailed information about the data generation process and estimation strategy can be found in Jiang et al. (2022) <doi:10.48550/arXiv.2201.13004>.
Package details |
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Author | Liang Jiang [aut, cph], Oliver B. Linton [aut, cph], Haihan Tang [aut, cph], Yichong Zhang [aut, cph], Mingxin Zhang [cre] |
Maintainer | Mingxin Zhang <21110680035@m.fudan.edu.cn> |
License | MIT + file LICENSE |
Version | 1.2.0 |
URL | |
Package repository | View on CRAN |
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