1. MATLAB code and EUETS dataset for the sieve bootstrap inference proposed in the paper “Sieve bootstrap inference for linear time-varying coefficient models.”
  2. Python code and macroeconomic data for the estimation method and the autoregressive wild bootstrap used in the paper “On the importance of integrating economic environment and housing attributes in house price analysis.”
  3. Python code and consumption data for the sieve wild bootstrap and moving block bootstrap methods proposed in the paper “Bootstrap inference for time-varying coefficient models in nonstationary time series.”
  4. MATLAB code and the data for the estimation method and the panel autoregressive wild bootstrap inference established in the paper “Bootstrapping trending time-varying coefficient panel models with missing observations.”

Notes


  • All codes are provided under a GPL 2 or later license.
  • All codes can be found on my GitHub page.
  • Feel free to reach out via email with any inquiries about how to utilize these codes or to provide feedback. If you use the code for your research, kindly acknowledge the source by referring to this website and citing the relevant papers.