ivx 1.1.0
- Added
ivx_ar
that implements Yang, B., Long, W., Peng,
L., & Cai, Z. (2020) new instrumental variable based Wald statistic
which accounts for serial correlation and heteroscedasticity in the
error terms of the linear predictive regression model.
- Added the Yang et al. (2020) dataset named
ylpc
.
- Renamed the
monthly
and quarterly
dataset
into kms
and kms_quarterly
- Removed dependency on
tibble
and
magrittr
.
- Added
texreg
functionality that converts regression
output to LaTeX or HTML tables. Specifically added extract
methods for ivx
and ivx_ar
, which coefficients
and GOF measures from a statistical object.
ivx 1.0.0
- Added a
NEWS.md
file to track changes to the
package.