Parameter Estimation and Inference in a Cointegrating Regression

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Documentation for package ‘cointReg’ version 0.2.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

cointReg-package	The cointReg package
checkDoptions	Check list D.options.
checkObject	Variable check for single objects.
checkVars	Multiple variable checks for certain values.
cointReg	Estimation and Inference for cointegrating regressions
cointRegD	Dynamic OLS
cointRegFM	Fully Modified OLS
cointRegIM	Integrated Modified OLS
getBandwidth	Automatic Bandwidth Selection
getBandwidthAnd	Automatic Bandwidth Selection
getBandwidthNW	Automatic Bandwidth Selection
getLeadLag	Leads and Lags
getLongRunVar	Long-Run Variance
getLongRunWeights	Weights for Long-Run Variance
getModD	Get D OLS model.
makeLeadLagMatrix	Leads-and-Lags Matrix
plot.cointReg	Plot Method for Cointegration Models (Modified OLS).
print.cointReg	Print Method for Cointegration Models (Modified OLS).