| Name : R-RationalExp
| |
| Version : 0.2.2
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp156.2.1
| Date : 2024-06-24 13:57:24
|
| Group : Development/Libraries/Other
| Source RPM : R-RationalExp-0.2.2-lp156.2.1.src.rpm
|
| Size : 0.21 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Rationalizing Rational Expectations. Tests and Deviations
|
Description :
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.6/x86_64 |
