Hypothesis testing on invariant subspaces of non-symmetric matrices with applications to network statistics

This repository contains the replication files for Simons (2023).

If you have any questions, feel free to email me at [email protected].

I gratefully acknowledge funding from the Keynes Fund at the University of Cambridge.

Name		Name	Last commit message	Last commit date
Latest commit History 35 Commits
data		data
LICENSE		LICENSE
README.md		README.md
definitions_test_statistics.jl		definitions_test_statistics.jl
empirical_application_network_centrality_io.ipynb		empirical_application_network_centrality_io.ipynb
empirical_application_network_centrality_trade.ipynb		empirical_application_network_centrality_trade.ipynb
examples_homoskedastic_and_hac_noise.ipynb		examples_homoskedastic_and_hac_noise.ipynb
t-statistic-invar-sub.ipynb		t-statistic-invar-sub.ipynb
t-statistic-network-model.ipynb		t-statistic-network-model.ipynb
wald-statistic-invar-sub.ipynb		wald-statistic-invar-sub.ipynb
wald-statistic-svd.ipynb		wald-statistic-svd.ipynb

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