readme.md

In kolesarm/BWSnooping: Confidence invervals robust to bandwidth snooping

Critical values adjusted for bandwidth-snooping

The package computes critical values adjusted for bandwidth snooping, derived in Armstrong and Kolesár (2018, Review of Economic Studies 85 (2)) (arXiv, published version). See vignette snooping-cv-calculation.pdf (stored under inst/doc/) for description of the package.

This software pacakge is based upon work supported by the National Science Foundation under grant numbers SES-1628939 (Armstrong) and SES-1628878 (Kolesár).

Installation

You can install the package manually by downloading the source code here, or using the function install_github() from the devtools package:

install.packages("devtools") ## if devtools package not installed
devtools::install_github("kolesarm/BWSnooping")

Datasets

The package also contains some datasets used in Armstrong and Kolesár (2018) that can be used to replicate the empirical illustrations in the paper. The datasets are documented in the package documentation (available once the package is installed).

kolesarm/BWSnooping documentation built on May 20, 2019, 12:54 p.m.