Published October 9, 2023
| Version v1
Software
Open
Replication package for: "A Robust Permutation Test for Subvector Inference in Linear Regressions"
Description
The code in this replication package reproduces the results of our simulations in Section 4 of the paper, and those of our two empirical illustrations, in Section 5 of the paper. The code is mostly in Matlab, with a small part in Stata and in R for the empirical illustrations.