CRAN

ivx 1.0.0

Robust Econometric Inference

Released May 4, 2019 by Kostas Vasilopoulos

This package cannot yet be used with Renjin it depends on other packages which are not available: tibble 2.1.1

Dependencies

tibble 2.1.1 magrittr 1.5 Rcpp RcppArmadillo 0.9.400.2.0

Drawing statistical inference on the coefficients of a short- or long-horizon predictive regression with persistent regressors by using the IVX method of Magdalinos and Phillips (2009) and Kostakis, Magdalinos and Stamatogiannis (2015) .

Source

R
C++

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