Code
R Code accompanying the paper: Autoregressive wild bootstrap inference for nonparametric trends. Journal of Econometrics, 2020
R Code accompanying the paper: A statistical analysis of time trends in atmospheric ethane. Climatic Change, 2020
Python package accompanying the paper: A statistical analysis of time trends in atmospheric ethane. Climatic Change, 2020, authored by Benoit Bovy and Maxime Prignon
Matlab code accompanying the paper: Sieve bootstrap inference for linear time-varying coefficient models.
The code provided on this page is for non-commercial use only. Any questions on how to use the code, suggestions for improvements, corrections of errors, etc. are welcome by e-mail. If you use the code in your research, an acknowledgement in the form of a reference to the relevant paper is appreciated.