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Inference: Implement Conley Standard Errors #500

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s3alfisc opened this issue Jun 10, 2024 · 0 comments
Open

Inference: Implement Conley Standard Errors #500

s3alfisc opened this issue Jun 10, 2024 · 0 comments
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enhancement New feature or request feature A new feature for PyFixest

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@s3alfisc
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Context

For spatial regression, Conley standard errors are quite popular.

To do

  • Implement Conley Standard Errors in numba.
  • You can use @kylebutts Rcpp code for reference: link
  • See this paper for background reading.
  • Implement Unit Tests against fixest's implementation of Conley SEs.
@s3alfisc s3alfisc added enhancement New feature or request feature A new feature for PyFixest labels Jun 10, 2024
@s3alfisc s3alfisc linked a pull request Jun 19, 2024 that will close this issue
Add "ri" resampling method to Romano-Wolf procedure, #514
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@s3alfisc s3alfisc removed a link to a pull request Jun 19, 2024
Add "ri" resampling method to Romano-Wolf procedure, #514
Merged
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