RationalExp
Rationalizing Rational Expectations. Tests and Deviations
v0.2.2
·
Feb 8, 2019
·
GPL-3
Description
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.
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NOTE
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | NOTE |
| r-devel-linux-x86_64-fedora-gcc | NOTE |
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| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | NOTE |
| r-release-linux-x86_64 | NOTE |
| r-release-macos-arm64 | NOTE |
| r-release-macos-x86_64 | NOTE |
| r-release-windows-x86_64 | NOTE |
Check details (13 non-OK)
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Check History
NOTE 0 OK · 13 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 27, 2026
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r-devel-linux-x86_64-debian-clang
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WARNING 0 OK · 12 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE Jun 14, 2026
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r-devel-linux-x86_64-debian-clang
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NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
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