Package: ivx 1.1.0

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]

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ivx.pdf |ivx.html✨
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NEWS

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

Peer review:

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

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

On CRAN:

inferenceivxlocal-to-unitypredictive-regressions

3.95 score 18 stars 7 scripts 176 downloads 12 exports 2 dependencies

Last updated 4 years agofrom:16aa227748. Checks:OK: 1 NOTE: 8. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 15 2024
R-4.5-win-x86_64NOTENov 15 2024
R-4.5-linux-x86_64NOTENov 15 2024
R-4.4-win-x86_64NOTENov 15 2024
R-4.4-mac-x86_64NOTENov 15 2024
R-4.4-mac-aarch64NOTENov 15 2024
R-4.3-win-x86_64NOTENov 15 2024
R-4.3-mac-x86_64NOTENov 15 2024
R-4.3-mac-aarch64NOTENov 15 2024

Exports:ac_testac_test_bgac_test_bpac_test_lbac_test_walddeltaextract.ivxextract.ivx_arivxivx_arivx_ar_fitivx_fit

Dependencies:RcppRcppArmadillo