CRAN/E | RationalExp

RationalExp

Rationalizing Rational Expectations. Tests and Deviations

Installation

About

We implement a test of the rational expectations hypothesis based on the marginal distributions of realizations and subjective beliefs from D'Haultfoeuille, Gaillac, and Maurel (2018) doi:10.3386/w25274. This test can be used in cases where realizations and subjective beliefs are observed in two different datasets that cannot be matched, or when they are observed in the same dataset. The package also computes the estimator of the minimal deviations from rational expectations than can be rationalized by the data.

Key Metrics

Version 0.2.2
R ≥ 3.0.0
Published 2019-02-08 1956 days ago
Needs compilation? no
License GPL-3
CRAN checks RationalExp results

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Maintainer

Maintainer

Christophe Gaillac

Authors

Xavier D'Haultfoeuille

aut

Christophe Gaillac

aut / cre

Arnaud Maurel

aut

Material

Reference manual
Package source

Vignettes

RationalExp vignette

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

RationalExp archive

Depends

R ≥ 3.0.0

Imports

snowfall
stats

Suggests

knitr
rmarkdown