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>.
| Version: | 1.1.0 |
| Depends: | R (≥ 3.1) |
| Imports: | methods, Rcpp (≥ 0.12.18) |
| LinkingTo: | Rcpp (≥ 1.0.1), RcppArmadillo (≥ 0.9.300.2.0) |
| Suggests: | covr (≥ 3.2.1), forecast (≥ 8.12), spelling (≥ 2.1), testthat (≥ 2.1.1), lmtest |
| Enhances: | texreg |
| Published: | 2020-11-24 |
| 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 NEWS |
| CRAN checks: | ivx results |
| Reference manual: | ivx.pdf |
| Package source: | ivx_1.1.0.tar.gz |
| Windows binaries: | r-devel: ivx_1.1.0.zip, r-release: ivx_1.1.0.zip, r-oldrel: ivx_1.1.0.zip |
| macOS binaries: | r-release (arm64): ivx_1.1.0.tgz, r-oldrel (arm64): ivx_1.1.0.tgz, r-release (x86_64): ivx_1.1.0.tgz, r-oldrel (x86_64): ivx_1.1.0.tgz |
| Old sources: | ivx archive |
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