tlamadon / pytwoway

Two way models in python
MIT License
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AKM: statistical tests #32

Open adamoppenheimer opened 1 year ago

adamoppenheimer commented 1 year ago

Add statistical tests for AKM, e.g. from:

adamoppenheimer commented 1 year ago

Sancibrián - non-stationarity of parameters

adamoppenheimer commented 1 year ago

LMSW - they evalaute non-stationarity of parameters, I'm not sure if they actually have a statistical test for it though

adamoppenheimer commented 1 year ago

Wong - Appendix B.2 has some exogenous mobility and log-additivity robustness tests

adamoppenheimer commented 1 year ago

ABEM - log-additivity and exogenous mobility CGLS - log-additivity and exogenous mobility

adamoppenheimer commented 10 months ago

GR - log-additivity and exogenous mobility