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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>.

Versions across snapshots

VersionRepositoryFileSize
1.0.0 rolling source/ R- hdthreshold_1.0.0.tar.gz 9.0 KiB
1.0.0 rolling linux/jammy R-4.5 hdthreshold_1.0.0.tar.gz 100.9 KiB
1.0.0 rolling linux/noble R-4.5 hdthreshold_1.0.0.tar.gz 100.8 KiB
1.0.0 latest source/ R- hdthreshold_1.0.0.tar.gz 9.0 KiB
1.0.0 latest linux/jammy R-4.5 hdthreshold_1.0.0.tar.gz 100.9 KiB
1.0.0 latest linux/noble R-4.5 hdthreshold_1.0.0.tar.gz 100.8 KiB
1.0.0 2026-04-23 source/ R- hdthreshold_1.0.0.tar.gz 9.0 KiB
1.0.0 2026-04-09 windows/windows R-4.5 hdthreshold_1.0.0.zip 104.0 KiB
1.0.0 2025-04-20 source/ R- hdthreshold_1.0.0.tar.gz 9.0 KiB

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Imports