ivx-package: Robust Econometric Inference
In ivx: Robust Econometric Inference
Description
Author(s)
See Also
Description
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
Kostakis, Magdalinos and Stamatogiannis (2015).
Author(s)
Maintainer: Kostas Vasilopoulos k.vasilopoulo@gmail.com
Authors:
Efthymios Pavlidis e.pavlidis@lancaster.ac.uk
See Also
Useful links:
ivx documentation built on Nov. 27, 2020, 5:09 p.m.
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Description Author(s) See Also
Description
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 Kostakis, Magdalinos and Stamatogiannis (2015).
Author(s)
Maintainer: Kostas Vasilopoulos k.vasilopoulo@gmail.com
Authors:
Efthymios Pavlidis e.pavlidis@lancaster.ac.uk
See Also
Useful links:
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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