Package: ivx 1.1.1

ivx: Robust Econometric Inference

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) <doi:10.1017/S0266466608090154> and Kostakis, Magdalinos and Stamatogiannis (2015) <doi:10.1093/rfs/hhu139>.

Authors:Kostas Vasilopoulos [cre, aut], Efthymios Pavlidis [aut]

ivx_1.1.1.tar.gz
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ivx_1.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
ivx/json (API)

# Install 'ivx' in R:
install.packages('ivx', repos = c('https://kvasilopoulos.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/kvasilopoulos/ivx/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:

On CRAN:

Conda:

inferenceivxlocal-to-unitypredictive-regressionsopenblascpp

3.97 score 17 stars 11 scripts 240 downloads 12 exports 2 dependencies

Last updated from:ca95b4c02d. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK160
linux-devel-x86_64OK180
source / vignettesOK220
linux-release-arm64OK164
linux-release-x86_64OK183
macos-release-arm64OK109
macos-release-x86_64OK175
macos-oldrel-arm64OK97
macos-oldrel-x86_64OK239
windows-develOK144
windows-releaseOK125
windows-oldrelOK109
wasm-releaseOK104

Exports:ac_testac_test_bgac_test_bpac_test_lbac_test_walddeltaextract.ivxextract.ivx_arivxivx_arivx_ar_fitivx_fit

Dependencies:RcppRcppArmadillo