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). |