Pinned Repositories
HetroPanelAR
Replication package for estimation of moments of heterogeneous autoregressions (https://arxiv.org/abs/2306.05299)
TMGE
Replication package for trimmed mean group estimation and test of correlated heterogeneity (https://arxiv.org/abs/2310.11680)
LiyingYang2023's Repositories
LiyingYang2023/HetroPanelAR
Replication package for estimation of moments of heterogeneous autoregressions (https://arxiv.org/abs/2306.05299)
LiyingYang2023/TMGE
Replication package for trimmed mean group estimation and test of correlated heterogeneity (https://arxiv.org/abs/2310.11680)