R code and data associated with the research paper "Fast wild bootstrap for penalized regression models on massive datasets" written by Dr Katherine L Burak (University of British Columbia) and Dr Adam B Kashlak (University of Alberta).
Of note, the included dataset tracks daily day-trippers from the US driving into Canada along with a variety of covariates like the exchange rate, unemployment rate, and others. This data was collected through open source websites, which are the US Bureau of Labor Statistics (https://data.bls.gov/dataQuery/search), the US Energy Information Administration (https://www.eia.gov/), Statistics Canada (https://www.statcan.gc.ca/en/start), and OFX (https://www.ofx.com/en-ca/about-us/).