RationalExp: Rationalizing Rational Expectations. Tests and Deviations

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.

Version: 0.2.1
Depends: R (≥ 3.0.0)
Imports: snowfall, stats
Suggests: knitr, rmarkdown
Published: 2018-12-27
Author: Xavier D'Haultfoeuille [aut], Christophe Gaillac [aut, cre], Arnaud Maurel [aut]
Maintainer: Christophe Gaillac <christophe.gaillac at ensae.fr>
License: GPL-3
NeedsCompilation: no
CRAN checks: RationalExp results


Reference manual: RationalExp.pdf
Vignettes: RationalExp
Package source: RationalExp_0.2.1.tar.gz
Windows binaries: r-devel: RationalExp_0.2.1.zip, r-release: RationalExp_0.2.1.zip, r-oldrel: RationalExp_0.2.1.zip
OS X binaries: r-release: RationalExp_0.2.1.tgz, r-oldrel: not available


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