Package: RationalExp 0.2.2

Christophe Gaillac

RationalExp: Rationalizing Rational Expectations. Tests and Deviations

We implement a test of the rational expectations hypothesis based on the marginal distributions of realizations and subjective beliefs from D'Haultfoeuille, Gaillac, and Maurel (2018) <doi:10.3386/w25274>. This test can be used in cases where realizations and subjective beliefs are observed in two different datasets that cannot be matched, or when they are observed in the same dataset. The package also computes the estimator of the minimal deviations from rational expectations than can be rationalized by the data.

Authors:Xavier D'Haultfoeuille [aut], Christophe Gaillac [aut, cre], Arnaud Maurel [aut]

RationalExp_0.2.2.tar.gz
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RationalExp.pdf |RationalExp.html✨
RationalExp/json (API)

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

Peer review:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.48 score 1 packages 4 scripts 147 downloads 10 exports 2 dependencies

Last updated 6 years agofrom:30c08e220d. Checks:OK: 1 NOTE: 1. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 29 2024
R-4.5-linuxNOTENov 29 2024

Exports:boot_statc_cubec_funestimDevinverseS1T_stattesttest_basewhich.min2

Dependencies:snowsnowfall

RationalExp vignette

Rendered fromRationalExp.Rnwusingknitr::knitron Nov 29 2024.

Last update: 2019-02-08
Started: 2019-02-08