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Code for "Cross-Over Jackknife Bias Correction for Nonlinear/Nonstationary Panel" (with Victor Chernozhukov and Ivan Fernandez-Val)

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Crossover-Jackknife

Calibrated simulation and application code for "Cross-Over Jackknife Bias Correction for Nonlinear/Nonstationary Panel"

1. Dynamic linear panel code

R script: Simulation Code/democracy-parallel.R

Data: Simulation Code/democracy-balanced-l4.dta

2. Dynamic panel probit code

R script: Simulation Code/probit_lfp_parallel.R

Data: Simulation Code/LFPmovers.dta

3. Application

R script: application.R

Data: data_preped.Rdata

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Code for "Cross-Over Jackknife Bias Correction for Nonlinear/Nonstationary Panel" (with Victor Chernozhukov and Ivan Fernandez-Val)

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