Parameter Estimation and Inference in a Cointegrating Regression

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Documentation for package ‘cointReg’ version 0.2.0

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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).