How to get started | Theory | The functions in the RationalExp package | Examples
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:
RationalExp_0.2.2.tar.gz
RationalExp_0.2.2.zip(r-4.7-any)RationalExp_0.2.2.zip(r-4.6-any)
RationalExp_0.2.2.tar.gz(r-4.7-any)RationalExp_0.2.2.tar.gz(r-4.6-any)
RationalExp_0.2.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
RationalExp/json (API)
| # Install 'RationalExp' in R: |
| install.packages('RationalExp', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:30c08e220d. Checks:4 NOTE, 2 OK. Indexed: yes.
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| linux-devel | NOTE | 145 | ||
| source / vignettes | OK | 179 | ||
| linux-release | NOTE | 116 | ||
| windows-devel | NOTE | 56 | ||
| windows-release | NOTE | 63 | ||
| wasm-release | OK | 121 |
Exports:boot_statc_cubec_funestimDevinverseS1T_stattesttest_basewhich.min2
