ivx-package

_PACKAGE

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>.

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

Maintainer: Kostas Vasilopoulos <a href="/link/k.vasilopoulo%40gmail.com?package=ivx&version=1.1.0" data-mini-rdoc="ivx::k.vasilopoulo@gmail.com">k.vasilopoulo@gmail.com</a>
Authors:<ul>
<li>Efthymios Pavlidis <a href="/link/e.pavlidis%40lancaster.ac.uk?package=ivx&version=1.1.0" data-mini-rdoc="ivx::e.pavlidis@lancaster.ac.uk">e.pavlidis@lancaster.ac.uk</a></li>
</ul>

Author

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>.

Robust Econometric Inference — ivx-package

Maintainer: Kostas Vasilopoulos <a href='mailto:k.vasilopoulo@gmail.com'>k.vasilopoulo@gmail.com</a>
Authors:<ul>
<li>Efthymios Pavlidis <a href='mailto:e.pavlidis@lancaster.ac.uk'>e.pavlidis@lancaster.ac.uk</a></li>
</ul>

ivx-package: Robust Econometric Inference

Description

Arguments

Author

See Also