Critical values adjusted for bandwidth-snooping
The package computes critical values adjusted for bandwidth snooping, derived in
Armstrong and Kolesár (2018, Review of Economic Studies 85 (2))
version). See vignette
snooping-cv-calculation.pdf (stored under
inst/doc/) for description of the
This software pacakge is based upon work supported by the National Science Foundation under grant numbers SES-1628939 (Armstrong) and SES-1628878 (Kolesár).
You can install the package manually by downloading the source code here, or
using the function
install_github() from the
install.packages("devtools") ## if devtools package not installed devtools::install_github("kolesarm/BWSnooping")
The package also contains some datasets used in Armstrong and Kolesár (2018) that can be used to replicate the empirical illustrations in the paper. The datasets are documented in the package documentation (available once the package is installed).