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ivx  

Robust Econometric Inference
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("ivx", "1.1.0")



Attach the package and use:
library("ivx")
Maintained by
Kostas Vasilopoulos
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-05-04
Latest Update: 2020-11-24
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) .
How to cite:
Kostas Vasilopoulos (2019). ivx: Robust Econometric Inference. R package version 1.1.0, https://cran.r-project.org/web/packages/ivx. Accessed 22 Dec. 2024.
Previous versions and publish date:
1.0.0 (2019-05-04 09:20)
Other packages that cited ivx R package
View ivx citation profile
Other R packages that ivx depends, imports, suggests or enhances
Complete documentation for ivx
Functions, R codes and Examples using the ivx R package
Some associated functions: ac_test . ac_test_ . delta . extract.ivx . ivx-package . ivx . ivx_ar . ivx_ar_fit . ivx_fit . kms . kms_quarterly . monthly . quarterly . summary.ivx . summary.ivx_ar . vcov.ivx . ylpc . 
Some associated R codes: RcppExports.R . ac_test.R . auto-ar.R . data.R . extract-texreg-methods.R . ivx-package.R . ivx.R . ivx_ar.R . methods.R . step-methods.R . utils.R . zzz.R .  Full ivx package functions and examples
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