roga11 Goto Github PK
Name: Gabriel Rodriguez Rondon
Type: User
Company: McGill University
Bio: PhD Student at McGill University
Location: Montreal
Gabriel Rodriguez Rondon's Projects
bootbtest
This package allows the user to perform the bootstrap pre-test procedure described in Davidson & MacKinnon (2000) to determine an appropriate number of bootstrap simulations to use to minimize loss of power resulting from sampling.
gabrielrodriguez.github.io
Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes
mbreaks
This package implements the efficient dynamic programming approach to conduct estimation and testing for linear models in presence of structural breaks as described in Bai & Perron (1998) and Perron, Yamamoto, & Zhou (2020).
mstest
This package implements hypothesis testing procedures that can be used to identify the number of regimes in a Markov-Switching model.
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