Package: RationalExp
Title: Rationalizing Rational Expectations. Tests and Deviations
Version: 0.2.2
Authors@R: c( person("Xavier", "D'Haultfoeuille", email = "xavier.dhaultfoeuille@ensae.fr", role = c("aut")),person("Christophe", "Gaillac", email = "christophe.gaillac@ensae.fr", role = c("aut", "cre")),person("Arnaud", "Maurel", email = "arnaud.maurel@duke.edu", role = c("aut")))
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. 
Depends: R (>= 3.0.0)
License: GPL-3
Encoding: UTF-8
LazyData: true
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
RoxygenNote: 6.1.0
Imports: snowfall, stats
NeedsCompilation: no
Packaged: 2019-02-08 09:21:30 UTC; gaillac
Author: Xavier D'Haultfoeuille [aut],
  Christophe Gaillac [aut, cre],
  Arnaud Maurel [aut]
Maintainer: Christophe Gaillac <christophe.gaillac@ensae.fr>
Repository: CRAN
Date/Publication: 2019-02-08 10:13:24 UTC
Built: R 4.6.0; ; 2026-04-27 01:09:56 UTC; unix
