PWR: Implements the Path-Weighted Regression Model developed by Ernesto Calvo, Joan Timoneda, and Tiago Ventura
PWR
is still under construction. And our current working paper is still under review.
To install the package, copy and paste the code below:
devtools::install_github("https://github.com/TiagoVentura/pwr")
The package contains two main functions
pwr: implements our Path-Weighter Regression Model
pwr_cv: calculates the the bandwidth to be applied in the PWR estimation.
The documentation of each function explains in details its implementation.
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