ivx-package

_PACKAGE

<p>Drawing statistical inference on the coefficients of a short- or long-horizon
predictive regression with persistent regressors by using the IVX method of
<a href="https://doi.org/10.1017/S0266466608090154">Magdalinos and Phillips (2009)</a> and
<a href="https://doi.org/10.1093/rfs/hhu139">Kostakis, Magdalinos and Stamatogiannis (2015)</a>.</p>

internal

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>.

Kostas Vasilopoulos

Robust Econometric Inference

Efthymios Pavlidis

ivx-package function

<p>Drawing statistical inference on the coefficients of a short- or long-horizon
predictive regression with persistent regressors by using the IVX method of
<a href='https://doi.org/10.1017/S0266466608090154'>Magdalinos and Phillips (2009)</a> and
<a href='https://doi.org/10.1093/rfs/hhu139'>Kostakis, Magdalinos and Stamatogiannis (2015)</a>.</p>

ivx-package: Robust Econometric Inference

Description

Arguments

See Also