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 <doi:10.1017/S0266466608090154> Kostakis, Magdalinos and Stamatogiannis (2015) <doi:10.1093/rfs/hhu139>.
| Version: | 1.0.0 |
| Depends: | R (≥ 3.1) |
| Imports: | magrittr (≥ 1.5), Rcpp (≥ 0.12.18), tibble (≥ 2.1.1) |
| LinkingTo: | Rcpp (≥ 1.0.1), RcppArmadillo (≥ 0.9.300.2.0) |
| Suggests: | covr (≥ 3.2.1), spelling (≥ 2.1), testthat (≥ 2.1.1) |
| Published: | 2019-05-04 |
| Author: | Kostas Vasilopoulos [cre, aut], Efthymios Pavlidis [aut] |
| Maintainer: | Kostas Vasilopoulos <k.vasilopoulo at gmail.com> |
| BugReports: | https://github.com/kvasilopoulos/ivx/issues |
| License: | GPL-3 |
| URL: | https://github.com/kvasilopoulos/ivx |
| NeedsCompilation: | yes |
| Language: | en-US |
| Citation: | ivx citation info |
| Materials: | README |
| CRAN checks: | ivx results |
| Reference manual: | ivx.pdf |
| Package source: | ivx_1.0.0.tar.gz |
| Windows binaries: | r-devel: ivx_1.0.0.zip, r-release: ivx_1.0.0.zip, r-oldrel: ivx_1.0.0.zip |
| macOS binaries: | r-release: ivx_1.0.0.tgz, r-oldrel: ivx_1.0.0.tgz |
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