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hdthreshold  

Inference on Many Jumps in Nonparametric Panel Regression Models
View on CRAN: Click here


Download and install hdthreshold package within the R console
Install from CRAN:
install.packages("hdthreshold")

Install from Github:
library("remotes")
install_github("cran/hdthreshold")

Install by package version:
library("remotes")
install_version("hdthreshold", "1.0.0")



Attach the package and use:
library("hdthreshold")
Maintained by
Georg Keilbar
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All associated links for this package
First Published: 2024-12-23
Latest Update: 2024-12-23
Description:
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>.
How to cite:
Georg Keilbar (2024). hdthreshold: Inference on Many Jumps in Nonparametric Panel Regression Models. R package version 1.0.0, https://cran.r-project.org/web/packages/hdthreshold. Accessed 06 Mar. 2026.
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