Type: Package Package: ivx Title: Robust Econometric Inference Version: 2.0.0 Authors@R: c(person(given = "Kostas", family = "Vasilopoulos", role = c("cre", "aut"), email = "k.vasilopoulo@gmail.com"), person(given = "Efthymios", family = "Pavlidis", role = "aut", email = "e.pavlidis@lancaster.ac.uk")) Description: 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) . Also provides the extensions of IVX proposed in the later literature (IVX-AR, residual-augmented and lag-augmented IVX, IVX quantile regression, systems of predictive regressions, heteroskedasticity-robust standard errors, wild-bootstrap and subsample inference, combined instruments) and the standard non-IVX tests for predictability with persistent regressors as benchmarks. License: GPL-3 URL: https://kvasilopoulos.github.io/ivx/, https://github.com/kvasilopoulos/ivx BugReports: https://github.com/kvasilopoulos/ivx/issues Depends: R (>= 3.5) Imports: methods, Rcpp (>= 0.12.18) Suggests: covr (>= 3.2.1), forecast (>= 8.12), spelling (>= 2.1), testthat (>= 2.1.1), lmtest, knitr, rmarkdown, quantreg Enhances: texreg VignetteBuilder: knitr LinkingTo: Rcpp (>= 1.0.1), RcppArmadillo (>= 0.9.300.2.0) Encoding: UTF-8 Language: en-GB LazyData: true Roxygen: list(markdown = TRUE) Config/roxygen2/version: 8.1.0 Repository: https://kvasilopoulos.r-universe.dev Date/Publication: 2026-09-23 08:35:56 UTC RemoteUrl: https://github.com/kvasilopoulos/ivx RemoteRef: HEAD RemoteSha: 533492e3dea143449f1e69e65e3f81d035fc2693 NeedsCompilation: yes Packaged: 2026-09-23 12:09:46 UTC; root Author: Kostas Vasilopoulos [cre, aut], Efthymios Pavlidis [aut] Maintainer: Kostas Vasilopoulos