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) 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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