ivx-package {ivx} | R Documentation |
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).
Maintainer: Kostas Vasilopoulos k.vasilopoulo@gmail.com
Authors:
Efthymios Pavlidis e.pavlidis@lancaster.ac.uk
Useful links: