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DESCRIPTION
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Type: Package
Package: ivx
Title: Robust Econometric Inference
Version: 1.1.0
Authors@R:
c(person(given = "Kostas",
family = "Vasilopoulos",
role = c("cre", "aut"),
email = "k.vasilopoulo@gmail.com"),
person(given = "Efthymios",
family = "Pavlidis",
role = "aut",
email = "e.pavlidis@lancaster.ac.uk"))
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)
<doi:10.1017/S0266466608090154> and Kostakis, Magdalinos and
Stamatogiannis (2015) <doi:10.1093/rfs/hhu139>.
License: GPL-3
URL: https://github.com/kvasilopoulos/ivx
BugReports: https://github.com/kvasilopoulos/ivx/issues
Depends:
R (>= 3.1)
Imports:
methods,
Rcpp (>= 0.12.18)
Suggests:
covr (>= 3.2.1),
forecast (>= 8.12),
spelling (>= 2.1),
testthat (>= 2.1.1),
lmtest
Enhances:
texreg
LinkingTo:
Rcpp (>= 1.0.1),
RcppArmadillo (>= 0.9.300.2.0)
Encoding: UTF-8
Language: en-US
LazyData: true
RoxygenNote: 7.1.1
Roxygen: list(markdown = TRUE)