kvasilopoulos/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>.
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Package details |
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| Maintainer | |
| License | GPL-3 |
| Version | 1.1.0 |
| URL | https://github.com/kvasilopoulos/ivx |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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