Robust Econometric Inference
Tests for autocorrelation
Autocorrelation tests
Calculate the delta coefficient
extract method for ivx objects
Fitter Functions for IVX-AR Models
Fitting IVX-AR Models
Fitter Functions for IVX Models
Robust Econometric Inference
Fitting IVX Models
Summarizing IVX-AR Model Fits
Summarizing IVX Model Fits
Calculate Variance-Covariance Matrix for a Fitted Model Object
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>.