Tests / noise_tolerance_rho_interaction

Noise Tolerance Rho Interaction

AMBIGUOUSCES PotentialHIGH confidence

Description

Figures

Noise Tolerance: High-ρ vs Low-ρ Sectors Under NFCI StressNoise Tolerance: High-ρ vs Low-ρ Sectors Under NFCI Stress

Statistics

n obs8424
t stat1.5394
p value0.1496
n months648
beta nfci-0.0033
n sectors13
statistic0.0025
cluster dof12
se interaction0.0016
beta rho x nfci0.0025

Script

thesis-tests/tests/potential/test_arrow_prediction.py

Reproduction Steps

cd thesis-tests && source ../.venv/bin/activate
python download_data.py --source all
python run_all.py --test test_arrow_prediction

Data Sources

  • Chicago Fed NFCI