ivx-package {ivx}R Documentation

Robust Econometric Inference

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:

See Also

Useful links:


[Package ivx version 1.1.0 Index]