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_pkg_fsPDA contains an R package.
To install the package, run
Click here for Package documents.
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.
app2_HCW_revist\main.R replicates the empirical example of Hsiao, Ching and Wan (2012) as in the online supplement of the paper.
Under the folder
nonsparseincludes code for simulation of non-sparse DGP, in which running
Run.simulation.dense.Rgives the simulation results.
sparseincludes code for simulation of sparse DGP, in which running
sparse_nnd.Rgives the simulation results.