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Companion function for Forward-Selected Panel Data Approach
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fsPDA
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README.md
fsPDA.R
test.R
testData.Rda

README.md

fsPDA

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.

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