Inference on Many Jumps in Nonparametric Panel Regression Models

Documentation for package ‘hdthreshold’ version 1.0.0

K	Uniform kernel function
MAinf_normal	Simulate an MA infinity process with algrebraic decay
simulation.derivative	Monte Carlo simulation for existence of derivative threshold effects under known threshold location
simulation.hetero	Monte Carlo simulation for heterogeneity of threshold effects under known threshold location
simulation.pooled	Monte Carlo simulation for pooled test of existence of threshold effects
simulation.threshold	Monte Carlo simulation for existence of threshold effects under known threshold location
simulation.unknown	Monte Carlo simulation for uniform test of existence of threshold effects under unknown threshold location
threshold.derivative.test	Uniform test for existence of derivative threshold effects
threshold.example	Simulate an example data frame
threshold.heterogeneity.test	Uniform test for heterogeneity of threshold effects
threshold.test	Uniform test for existence of threshold effects