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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.

copied from cf-post-staging / r-rationalexp
Type Size Name Uploaded Downloads Labels
conda 198.7 kB | noarch/r-rationalexp-0.2.2-r44hc72bb7e_6.conda  4 days and 18 hours ago 36 main
conda 198.8 kB | noarch/r-rationalexp-0.2.2-r45hc72bb7e_6.conda  4 days and 18 hours ago 37 main
conda 197.7 kB | noarch/r-rationalexp-0.2.2-r43hc72bb7e_5.conda  1 year and 2 months ago 991 main
conda 198.2 kB | noarch/r-rationalexp-0.2.2-r44hc72bb7e_5.conda  1 year and 2 months ago 964 main
conda 197.5 kB | noarch/r-rationalexp-0.2.2-r43hc72bb7e_4.conda  2 years and 3 months ago 1441 main
conda 198.0 kB | noarch/r-rationalexp-0.2.2-r42hc72bb7e_4.conda  2 years and 3 months ago 1453 main
conda 203.7 kB | noarch/r-rationalexp-0.2.2-r42hc72bb7e_3.tar.bz2  2 years and 11 months ago 1737 main
conda 203.7 kB | noarch/r-rationalexp-0.2.2-r41hc72bb7e_3.tar.bz2  2 years and 11 months ago 1736 main
conda 202.7 kB | noarch/r-rationalexp-0.2.2-r40hc72bb7e_2.tar.bz2  4 years and 3 months ago 2407 main
conda 202.8 kB | noarch/r-rationalexp-0.2.2-r41hc72bb7e_2.tar.bz2  4 years and 3 months ago 2376 main
conda 202.3 kB | noarch/r-rationalexp-0.2.2-r40h6115d3f_2.tar.bz2  5 years and 4 months ago 3196 main
conda 202.8 kB | noarch/r-rationalexp-0.2.2-r36h6115d3f_2.tar.bz2  5 years and 4 months ago 3216 main
conda 202.6 kB | noarch/r-rationalexp-0.2.2-r36h6115d3f_1.tar.bz2  6 years and 2 months ago 4147 main cf202003
conda 201.8 kB | noarch/r-rationalexp-0.2.2-r35h6115d3f_1.tar.bz2  6 years and 2 months ago 4097 main cf202003
conda 201.6 kB | noarch/r-rationalexp-0.2.2-r351h6115d3f_0.tar.bz2  6 years and 7 months ago 4470 main cf202003
conda 491.9 kB | noarch/r-rationalexp-0.2.1-r351h6115d3f_1000.tar.bz2  6 years and 8 months ago 4603 main cf202003 gcc7 cf201901
conda 492.4 kB | noarch/r-rationalexp-0.2.1-r351h6115d3f_0.tar.bz2  6 years and 8 months ago 4622 main cf202003 gcc7 cf201901

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