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>.

Getting started

Package details

AuthorGeorg Keilbar [aut, cre, cph], Likai Chen [ctb], Liangjun Su [ctb], Weining Wang [ctb]
MaintainerGeorg Keilbar <georg.keilbar@hu-berlin.de>
LicenseMIT + file LICENSE
Version1.0.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("hdthreshold")

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hdthreshold documentation built on April 11, 2025, 5:54 p.m.