MAinf_normal

Simulate an MA infinity process with algrebraic decay

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>.

Georg Keilbar

hdthreshold

Inference on Many Jumps in Nonparametric Panel Regression Models

Likai Chen

Liangjun Su

Weining Wang

MAinf_normal function

<dl><dt>N</dt>
<dd>sample size</dd>
<dt>beta</dt>
<dd>algebraic decay parameter</dd></dl>

Arguments

Simulate an MA infinity process with algrebraic decay — MAinf_normal

<dl>

<dt>N</dt>
<dd>sample size</dd>


<dt>beta</dt>
<dd>algebraic decay parameter</dd>

</dl>

MAinf_normal: Simulate an MA infinity process with algrebraic decay

Description

Usage

Value

Arguments

Examples