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.