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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  6 days and 9 hours ago 41 main
conda 198.8 kB | noarch/r-rationalexp-0.2.2-r45hc72bb7e_6.conda  6 days and 9 hours ago 42 main
conda 197.7 kB | noarch/r-rationalexp-0.2.2-r43hc72bb7e_5.conda  1 year and 2 months ago 994 main
conda 198.2 kB | noarch/r-rationalexp-0.2.2-r44hc72bb7e_5.conda  1 year and 2 months ago 968 main
conda 197.5 kB | noarch/r-rationalexp-0.2.2-r43hc72bb7e_4.conda  2 years and 3 months ago 1444 main
conda 198.0 kB | noarch/r-rationalexp-0.2.2-r42hc72bb7e_4.conda  2 years and 3 months ago 1456 main
conda 203.7 kB | noarch/r-rationalexp-0.2.2-r42hc72bb7e_3.tar.bz2  2 years and 11 months ago 1740 main
conda 203.7 kB | noarch/r-rationalexp-0.2.2-r41hc72bb7e_3.tar.bz2  2 years and 11 months ago 1740 main
conda 202.7 kB | noarch/r-rationalexp-0.2.2-r40hc72bb7e_2.tar.bz2  4 years and 4 months ago 2409 main
conda 202.8 kB | noarch/r-rationalexp-0.2.2-r41hc72bb7e_2.tar.bz2  4 years and 4 months ago 2378 main
conda 202.3 kB | noarch/r-rationalexp-0.2.2-r40h6115d3f_2.tar.bz2  5 years and 4 months ago 3197 main
conda 202.8 kB | noarch/r-rationalexp-0.2.2-r36h6115d3f_2.tar.bz2  5 years and 4 months ago 3219 main
conda 202.6 kB | noarch/r-rationalexp-0.2.2-r36h6115d3f_1.tar.bz2  6 years and 2 months ago 4149 main cf202003
conda 201.8 kB | noarch/r-rationalexp-0.2.2-r35h6115d3f_1.tar.bz2  6 years and 2 months ago 4100 main cf202003
conda 201.6 kB | noarch/r-rationalexp-0.2.2-r351h6115d3f_0.tar.bz2  6 years and 7 months ago 4473 main cf202003
conda 491.9 kB | noarch/r-rationalexp-0.2.1-r351h6115d3f_1000.tar.bz2  6 years and 8 months ago 4607 main cf202003 gcc7 cf201901
conda 492.4 kB | noarch/r-rationalexp-0.2.1-r351h6115d3f_0.tar.bz2  6 years and 8 months ago 4626 main cf202003 gcc7 cf201901

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