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>.
Version: 1.1.0 Depends: R (≥ 3.1) Imports: methods, Rcpp (≥ 0.12.18) LinkingTo: Rcpp (≥ 1.0.1), RcppArmadillo (≥ 0.9.300.2.0) Suggests: covr (≥ 3.2.1), forecast (≥ 8.12), spelling (≥ 2.1), testthat (≥ 2.1.1), lmtest Enhances: texreg Published: 2020-11-24 DOI: 10.32614/CRAN.package.ivx Author: Kostas Vasilopoulos [cre, aut], Efthymios Pavlidis [aut] Maintainer: Kostas Vasilopoulos <k.vasilopoulo at gmail.com> BugReports: https://github.com/kvasilopoulos/ivx/issues License: GPL-3 URL: https://github.com/kvasilopoulos/ivx NeedsCompilation: yes Language: en-US Citation: ivx citation info Materials: README NEWS CRAN checks: ivx results Documentation: Reference manual: ivx.pdf Downloads: Package source: ivx_1.1.0.tar.gz Windows binaries: r-devel: ivx_1.1.0.zip, r-release: ivx_1.1.0.zip, r-oldrel: ivx_1.1.0.zip macOS binaries: r-release (arm64): ivx_1.1.0.tgz, r-oldrel (arm64): ivx_1.1.0.tgz, r-release (x86_64): ivx_1.1.0.tgz, r-oldrel (x86_64): ivx_1.1.0.tgz Old sources: ivx archive Linking:Please use the canonical form https://CRAN.R-project.org/package=ivx to link to this page.
RetroSearch is an open source project built by @garambo | Open a GitHub Issue
Search and Browse the WWW like it's 1997 | Search results from DuckDuckGo
HTML:
3.2
| Encoding:
UTF-8
| Version:
0.7.4