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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.
| Version: | 0.2.2 |
| Depends: | R (≥ 3.0.0) |
| Imports: | snowfall, stats |
| Suggests: | knitr, rmarkdown |
| Published: | 2019-02-08 |
| DOI: | 10.32614/CRAN.package.RationalExp |
| Author: | Xavier D'Haultfoeuille [aut], Christophe Gaillac [aut, cre], Arnaud Maurel [aut] |
| Maintainer: | Christophe Gaillac <christophe.gaillac at ensae.fr> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | RationalExp results |
| Reference manual: | RationalExp.pdf |
| Vignettes: |
RationalExp vignette |
| Package source: | RationalExp_0.2.2.tar.gz |
| Windows binaries: | r-devel: RationalExp_0.2.2.zip, r-release: RationalExp_0.2.2.zip, r-oldrel: RationalExp_0.2.2.zip |
| macOS binaries: | r-release (arm64): RationalExp_0.2.2.tgz, r-oldrel (arm64): RationalExp_0.2.2.tgz, r-release (x86_64): RationalExp_0.2.2.tgz, r-oldrel (x86_64): RationalExp_0.2.2.tgz |
| Old sources: | RationalExp archive |
| Reverse imports: | RegCombin |
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These binaries (installable software) and packages are in development.
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