InferenceTSE

Replication codes for Inference for Two-Stage Extremum Estimators By Aristide Houndetoungan and Abdoul Maoude

Simulations

• tsesimu.cppfunctions.cpp contains C++ functions that are used in the R codes of the simulations.
• simu.example3.1.R replicates the simulation results for Example 3.1.
• simu.dgpA.R replicates the simulation results for DGP A.
• simu.dgpB.R replicates the simulation results for DGP B.
• simu.dgpC.R replicates the simulation results for DGP C.
• simu.dgpD.R replicates the simulation results for DGP D.

Application: peer effects on adolescent fast-food consumption habits

• 1.fastfood.data.R prepares the data set to be used.
• 2.fastfood.estimate.R replicates the peer effect model estimation.