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py-econometrics / pyfixest

Fast High-Dimensional Fixed Effects Regression in Python following fixest-syntax
https://py-econometrics.github.io/pyfixest/pyfixest.html
MIT License
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Implement CIs for Randomization Inference #448

Open s3alfisc opened 1 month ago

s3alfisc commented 1 month ago

Implement CIs by test inversion for randomization inference / the ritest module.

For correct RI CIs by test inversion of studentized statistics, see @jfiksel R package.