Rationalizing Rational Expectations. Tests and Deviations


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Documentation for package ‘RationalExp’ version 0.2.2

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boot_stat Compute the bootstrap test statistic for parallel implementation
c_cube Instrumental functions computations
c_fun Compute the difference between mean of subvectors of two vectors
estimDev Estimation of the minimal deviations from rational expectations with unconstrained information set g*
inverse Inverse the function f
S1 Core part of the Statistic T
test Implementation of the RE test with possible survey weights (direct and with parallel computing)
test_base The test statistic for the RE test with survey weights
T_stat Computation of the test statistic
which.min2 Find the min of a list starting from the end