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Implement Confidence Intervals (by test inversion) #20

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3 tasks

s3alfisc opened this issue Oct 15, 2022 · 0 comments

Open

3 tasks

Implement Confidence Intervals (by test inversion) #20

s3alfisc opened this issue Oct 15, 2022 · 0 comments

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s3alfisc commented Oct 15, 2022

easy for the WCU: simply take quantiles of bootstrapped t-statistics- more work for WCR
allow hypothesis tests with different values of r as in $R \beta = r$
implement bisection algorithm

Overall, follow exposition in MacKinnon (2022, Econometrics) - adjust for new bootstrap types.

s3alfisc added this to the v0.3 milestone

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