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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1.1 |
rolling linux/jammy R-4.5 | ivx_1.1.1.tar.gz |
494.5 KiB |
1.1.1 |
rolling linux/noble R-4.5 | ivx_1.1.1.tar.gz |
498.8 KiB |
1.1.1 |
rolling source/ R- | ivx_1.1.1.tar.gz |
309.0 KiB |
1.1.1 |
latest linux/jammy R-4.5 | ivx_1.1.1.tar.gz |
494.5 KiB |
1.1.1 |
latest linux/noble R-4.5 | ivx_1.1.1.tar.gz |
498.8 KiB |
1.1.1 |
latest source/ R- | ivx_1.1.1.tar.gz |
309.0 KiB |
1.1.1 |
2026-04-26 source/ R- | ivx_1.1.1.tar.gz |
309.0 KiB |
1.1.1 |
2026-04-23 source/ R- | ivx_1.1.1.tar.gz |
309.0 KiB |
1.1.1 |
2026-04-09 windows/windows R-4.5 | ivx_1.1.1.zip |
817.8 KiB |
1.1.0 |
2025-04-20 source/ R- | ivx_1.1.0.tar.gz |
314.5 KiB |