fsPDA

This repo hosts the companion documents, functions and replication files for

• Zhentao Shi and Jingyi Huang (2021): “Forward-Selected Panel Data Approach for Program Evaluation,” the Journal of Econometrics, arXiv: 1908.05894

Contributors: Jingyi Huang, Zhan Gao, Zhentao Shi, Yishu Wang

Status: Replication files are complete. The R package is released with version v1.0.1.

---

R Package

The folderR_pkg_fsPDA contains an R package.

• To install the package, run devtools::install_github("zhentaoshi/fsPDA/R_pkg_fsPDA").

• Click here for Package documents.

---

Empirical Applications

Application 1

app1_luxury_watch\main.R is an R script that replicates the empirical example in main text of the paper about China’s luxury watch import.

Application 2

app2_HCW_revist\main.R replicates the empirical example of Hsiao, Ching and Wan (2012) as in the online supplement of the paper.

Simulations

Under the folder simulation:

• Folder nonsparse includes code for simulation of non-sparse DGP, in which running Run.simulation.dense.R gives the simulation results.
• Folder sparse includes code for simulation of sparse DGP, in which running sparse_iid.R, sparse_inid.R and sparse_nnd.R gives the simulation results.