Package: ivx 1.1.0
Kostas Vasilopoulos
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) <doi:10.1017/S0266466608090154> and Kostakis, Magdalinos and Stamatogiannis (2015) <doi:10.1093/rfs/hhu139>.
Authors:
ivx_1.1.0.tar.gz
ivx_1.1.0.tar.gz(r-4.5-noble)ivx_1.1.0.tar.gz(r-4.4-noble)
ivx_1.1.0.tgz(r-4.4-emscripten)ivx_1.1.0.tgz(r-4.3-emscripten)
ivx.pdf |ivx.html✨
ivx/json (API)
NEWS
| # Install 'ivx' in R: |
| install.packages('ivx', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/kvasilopoulos/ivx/issues
- kms - KMS Monthly data
- kms_quarterly - KMS Quarterly data
- ylpc - YLPC Quarterly data
Last updated 4 years agofrom:dd2468272b. Checks:OK: 1 NOTE: 1. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 18 2024 |
| R-4.5-linux-x86_64 | NOTE | Oct 18 2024 |
Exports:ac_testac_test_bgac_test_bpac_test_lbac_test_walddeltaextract.ivxextract.ivx_arivxivx_arivx_ar_fitivx_fit
Dependencies:RcppRcppArmadillo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Autocorrelation tests | ac_test |
| Tests for autocorrelation | ac_test_ ac_test_bg ac_test_bp ac_test_lb ac_test_wald |
| Calculate the delta coefficient | delta |
| 'extract' method for 'ivx' objects | extract.ivx extract.ivx_ar |
| Fitting IVX Models | ivx print.ivx |
| Fitting IVX-AR Models | ivx_ar print.ivx_ar |
| Fitter Functions for IVX-AR Models | ivx_ar_fit |
| Fitter Functions for IVX Models | ivx_fit ivx_wfit |
| KMS Monthly data | kms |
| KMS Quarterly data | kms_quarterly |
| Summarizing IVX Model Fits | print.summary.ivx summary.ivx |
| Summarizing IVX-AR Model Fits | print.summary.ivx_ar summary.ivx_ar |
| Calculate Variance-Covariance Matrix for a Fitted Model Object | vcov.ivx vcov.summary.ivx |
| YLPC Quarterly data | ylpc |
