Replication files and simulations for Johansson et al 2023 JHE
- Current version:
1.0.0 3feb2023
The simulation contains two versions
- "1_simul_allinone.do"
will provide a one-shot visualisation of the approach, generating the figure:
- Step by step with finding optimal bandwidth
Generate data set "2_1_gen_simuldata.do"
Run regression "2_2_estmainmodel.do"
Grit search for optimal BW various criteria "2_3_findot_bw"
Please let us know if you have any questions about any of these. We did not standardise this in one program as we expect adjustments to various settings will involve a fair bit of adjustment, were happy to do so however if there is demand.