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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-staging / r-rationalexp
Type Size Name Uploaded Downloads Labels
conda 197.7 kB | noarch/r-rationalexp-0.2.2-r43hc72bb7e_5.conda  1 year and 1 month ago 921 main
conda 198.2 kB | noarch/r-rationalexp-0.2.2-r44hc72bb7e_5.conda  1 year and 1 month ago 898 main
conda 197.5 kB | noarch/r-rationalexp-0.2.2-r43hc72bb7e_4.conda  2 years and 1 month ago 1371 main
conda 198.0 kB | noarch/r-rationalexp-0.2.2-r42hc72bb7e_4.conda  2 years and 1 month ago 1392 main
conda 203.7 kB | noarch/r-rationalexp-0.2.2-r42hc72bb7e_3.tar.bz2  2 years and 9 months ago 1672 main
conda 203.7 kB | noarch/r-rationalexp-0.2.2-r41hc72bb7e_3.tar.bz2  2 years and 9 months ago 1676 main
conda 202.7 kB | noarch/r-rationalexp-0.2.2-r40hc72bb7e_2.tar.bz2  4 years and 2 months ago 2345 main
conda 202.8 kB | noarch/r-rationalexp-0.2.2-r41hc72bb7e_2.tar.bz2  4 years and 2 months ago 2307 main
conda 202.3 kB | noarch/r-rationalexp-0.2.2-r40h6115d3f_2.tar.bz2  5 years and 3 months ago 3130 main
conda 202.8 kB | noarch/r-rationalexp-0.2.2-r36h6115d3f_2.tar.bz2  5 years and 3 months ago 3147 main
conda 202.6 kB | noarch/r-rationalexp-0.2.2-r36h6115d3f_1.tar.bz2  6 years and 21 days ago 4080 main cf202003
conda 201.8 kB | noarch/r-rationalexp-0.2.2-r35h6115d3f_1.tar.bz2  6 years and 21 days ago 4027 main cf202003
conda 201.6 kB | noarch/r-rationalexp-0.2.2-r351h6115d3f_0.tar.bz2  6 years and 5 months ago 4401 main cf202003
conda 491.9 kB | noarch/r-rationalexp-0.2.1-r351h6115d3f_1000.tar.bz2  6 years and 7 months ago 4541 main cf202003 gcc7 cf201901
conda 492.4 kB | noarch/r-rationalexp-0.2.1-r351h6115d3f_0.tar.bz2  6 years and 7 months ago 4553 main cf202003 gcc7 cf201901

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