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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>.

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.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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