R/ivx-package.R

#' 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)](https://doi.org/10.1017/S0266466608090154) and
#'[Kostakis, Magdalinos and Stamatogiannis (2015)](https://doi.org/10.1093/rfs/hhu139).
#'
#' @name ivx-package
#' @aliases ivx-package
#' @docType package
#' @useDynLib ivx, .registration = TRUE
#' @importFrom Rcpp evalCpp
#' @keywords internal
"_PACKAGE"

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ivx documentation built on Nov. 27, 2020, 5:09 p.m.