This repo hosts the companion function for Zhentao Shi and Jingyi Huang (2019): "Forward-Selected Panel Data Approach" arXiv: 1908.05894
The key function is provided, while this repo is under construction for documentation. We aim to develop it into an R package.
Under the root folder:
- test.R is an R script that replicates the empirical example in the paper about China's luxury watch import.
- fsPDA.R contains a documented function fsPDA. It reports the identity of the selected units, the treatment effects over time, and the t-statistic for the average treatment effect.
Any comments are welcome.