Man pages for hdthreshold
Inference on Many Jumps in Nonparametric Panel Regression Models

KUniform kernel function
MAinf_normalSimulate an MA infinity process with algrebraic decay
simulation.derivativeMonte Carlo simulation for existence of derivative threshold...
simulation.heteroMonte Carlo simulation for heterogeneity of threshold effects...
simulation.pooledMonte Carlo simulation for pooled test of existence of...
simulation.thresholdMonte Carlo simulation for existence of threshold effects...
simulation.unknownMonte Carlo simulation for uniform test of existence of...
threshold.derivative.testUniform test for existence of derivative threshold effects
threshold.exampleSimulate an example data frame
threshold.heterogeneity.testUniform test for heterogeneity of threshold effects
threshold.testUniform test for existence of threshold effects
hdthreshold documentation built on April 11, 2025, 5:54 p.m.