Changelog

Source: NEWS.md

ivx 1.1.0 2020-11-24

  • 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 2019-05-04

  • Added a NEWS.md file to track changes to the package.