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RationalExp  

Rationalizing Rational Expectations. Tests and Deviations
View on CRAN: Click here


Download and install RationalExp package within the R console
Install from CRAN:
install.packages("RationalExp")

Install from Github:
library("remotes")
install_github("cran/RationalExp")

Install by package version:
library("remotes")
install_version("RationalExp", "0.2.2")



Attach the package and use:
library("RationalExp")
Maintained by
Christophe Gaillac
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-12-28
Latest Update: 2019-02-08
Description:
We implement a test of the rational expectations hypothesis based on the marginal distributions of realizations and subjective beliefs from D'Haultfoeuille, Gaillac, and Maurel (2018) . This test can be used in cases where realizations and subjective beliefs are observed in two different datasets that cannot be matched, or when they are observed in the same dataset. The package also computes the estimator of the minimal deviations from rational expectations than can be rationalized by the data.
How to cite:
Christophe Gaillac (2018). RationalExp: Rationalizing Rational Expectations. Tests and Deviations. R package version 0.2.2, https://cran.r-project.org/web/packages/RationalExp. Accessed 06 Nov. 2024.
Previous versions and publish date:
0.2.1 (2018-12-28 00:30)
Other packages that cited RationalExp R package
View RationalExp citation profile
Other R packages that RationalExp depends, imports, suggests or enhances
Complete documentation for RationalExp
Functions, R codes and Examples using the RationalExp R package
Some associated functions: S1 . T_stat . boot_stat . c_cube . c_fun . estimDev . inverse . test . test_base . which.min2 . 
Some associated R codes: S1.R . T_stat.R . boot_stat.R . c_cube.R . c_fun.R . estimDev.R . inverse.R . test.R . test_base.R . which.min2.R .  Full RationalExp package functions and examples
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