Robust Econometric Inference
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Documentation for package ‘ivx’ version 1.1.0
Help Pages
| ac_test | Autocorrelation tests |
| ac_test_ | Tests for autocorrelation |
| ac_test_bg | Tests for autocorrelation |
| ac_test_bp | Tests for autocorrelation |
| ac_test_lb | Tests for autocorrelation |
| ac_test_wald | Tests for autocorrelation |
| delta | Calculate the delta coefficient |
| extract.ivx | 'extract' method for 'ivx' objects |
| extract.ivx_ar | 'extract' method for 'ivx' objects |
| ivx | Fitting IVX Models |
| ivx_ar | Fitting IVX-AR Models |
| ivx_ar_fit | Fitter Functions for IVX-AR Models |
| ivx_fit | Fitter Functions for IVX Models |
| ivx_wfit | Fitter Functions for IVX Models |
| kms | KMS Monthly data |
| kms_quarterly | KMS Quarterly data |
| print.ivx | Fitting IVX Models |
| print.ivx_ar | Fitting IVX-AR Models |
| print.summary.ivx | Summarizing IVX Model Fits |
| print.summary.ivx_ar | Summarizing IVX-AR Model Fits |
| summary.ivx | Summarizing IVX Model Fits |
| summary.ivx_ar | Summarizing IVX-AR Model Fits |
| vcov.ivx | Calculate Variance-Covariance Matrix for a Fitted Model Object |
| vcov.summary.ivx | Calculate Variance-Covariance Matrix for a Fitted Model Object |
| ylpc | YLPC Quarterly data |