Software
Simultaneous Confidence Bands in R
Description: R function to compute the critical values underlying the simultaneous sup-t confidence bands proposed in Montiel Olea and Plagborg-Møller (2019)
Gaussian Empirical Bayes in R
Description: R functions to compute Empirical Bayes adjustments in a model with Gaussian-distributed estimates and a Gaussian prior following the approach of Morris (1983)