| bartlett | Bartlett Kernel for Consistent Estimate of Long-run Variance |
| Bartlett_uni | Bartlett Kernel for Consistent Estimate of Long-run Variance |
| bohman | Bohman Kernel for Consistent Estimate of Long-run Variance |
| cauchy | Cauchy Kernel for Consistent Estimate of Long-run Variance |
| ccr | Canonical Cointegrating Regression Estimator |
| ccrQ | Canonical Cointegrating Regression with Time Polynomial |
| CZa | Phillips' (1987) Za and Zt test for cointegration |
| data-sets | Macroeconomic Time Series Data Sets, 1967M1-2025M7 |
| dchlet | Dirichlet Kernel for Consistent Estimate of Long-run Variance |
| fm | Fully-Modified OLS Estimator |
| fmgmm | Fully-Modified GMM Estimator |
| fmols | Multivariate Fully-Modified OLS Estimator |
| fmQ | Fully-Modified OLS Estimator with Time Polynomial |
| fmvar | Fully-Modified VAR Estimator |
| fmvar_forecast | Forecast a FM-VAR System |
| fmvar_plag | Select the q in a FMVAR(p,q) by Specific Criterion |
| GHansen | Gregory-Hansen Test for Cointegration in Models with Regime... |
| gw | Gauss-Weierstrass Kernel for Consistent Estimate of Long-run... |
| kpss | KPSS Unit Root Test for the null of stationarity |
| kpss_1br | KPSS Unit Root Test with One Structural Break |
| kpss_2br | KPSS Unit Root Test with Two Structural Breaks |
| Kurozumi_Bartlett | Bartlett Kernel for Consistent Estimate of Long-run Variance |
| Kurozumi_QS | Quadratic Spectral Kernel for Consistent Estimate of Long-run... |
| mdchlet | Modified Dirichlet Kernel for Consistent Estimate of Long-run... |
| parzen | Parzen Kernel for Consistent Estimate of Long-run Variance |
| Parzen_uni | Parzen Kernel for Consistent Estimate of Long-run Variance |
| pp | Phillips and Perron Unit Root Test |
| qs | Quadratic-Spectral Kernel for Consistent Estimate of Long-run... |
| QS_uni | Quadratic Spectral Kernel for Consistent Estimate of Long-run... |
| reisz | Reisz Kernel for Consistent Estimate of Long-run Variance |
| SPC_Bartlett | Bartlett Kernel for Consistent Estimate of Long-run Variance |
| SPC_QS | Quadratic Spectral Kernel for Consistent Estimate of Long-run... |
| sw | Stock-Watson Common Trends Statistic |
| tukham | Tukey-Hamming Kernel for Consistent Estimate of Long-run... |
| tukhan | Tukey-Hanning Kernel for Consistent Estimate of Long-run... |
| Za | Phillips' (1987) Za and Zt Test for Unit Root |
| ZA_1br | Zivot-Andrews unit root test with unknown one structural... |
| ZA_2br | Zivot-Andrews unit root test with unknown one structural... |
