https://github.com/ahoundetoungan/inferencetse

Inference for Two-Stage Extremum Estimators

https://github.com/ahoundetoungan/inferencetse

Science Score: 13.0%

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Inference for Two-Stage Extremum Estimators

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  • Host: GitHub
  • Owner: ahoundetoungan
  • Language: R
  • Default Branch: main
  • Size: 44.9 KB
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Created over 2 years ago · Last pushed over 1 year ago
Metadata Files
Readme

README.md

InferenceTSE

Replication codes for Inference for Two-Stage Extremum Estimators By Aristide Houndetoungan and Abdoul Maoude

Simulations

  • tsesimu.cppfunctions.cpp contains C++ functions that are used in the R codes of the simulations.
  • simu.example3.1.R replicates the simulation results for Example 3.1.
  • simu.dgpA.R replicates the simulation results for DGP A.
  • simu.dgpB.R replicates the simulation results for DGP B.
  • simu.dgpC.R replicates the simulation results for DGP C.
  • simu.dgpD.R replicates the simulation results for DGP D.

Application: peer effects on adolescent fast-food consumption habits

  • 1.fastfood.data.R prepares the data set to be used.
  • 2.fastfood.estimate.R replicates the peer effect model estimation.

Owner

  • Name: Elysée Aristide Houndetoungan
  • Login: ahoundetoungan
  • Kind: user
  • Location: Cergy - France
  • Company: CY Cergy Paris Université

I am an Assistant Professor of Economics at Thema, Cy Cergy Paris University.

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