| arx | Estimate an AR-X model with log-ARCH-X errors |
| as.arx.lm | Convert an object to class 'arx' |
| as.lm | Convert to 'lm' object |
| biascorr | Bias-correction of coefficients following general-to-specific... |
| blocksFun | Block-based General-to-Specific (GETS) modelling |
| coef.arx | Extraction functions for 'arx' objects |
| coef.gets | Extraction functions for 'gets' objects |
| coef.isat | Extraction functions for 'isat' objects |
| coef.larch | Methods and extraction functions for 'larch' objects |
| coef.logitx | Extraction functions for 'logitx' objects |
| diagnostics | Diagnostics tests |
| distorttest | Jiao-Pretis-Schwarz Outlier Distortion Test |
| distorttestboot | Bootstrapped Jiao-Pretis-Schwarz Outlier Distortion Test |
| dropvar | Drop variable |
| eqwma | Equally Weighted Moving Average (EqWMA) of the pth.... |
| ES | Conditional Value-at-Risk (VaR) and Expected Shortfall (ES) |
| eviews | Exporting results to EViews and STATA |
| gets | General-to-Specific (GETS) Modelling |
| getsFun | General-to-Specific (GETS) modelling function |
| gets.isat | General-to-Specific (GETS) Modelling 'isat' objects |
| gets.larch | General-to-Specific (GETS) Modelling of a heterogeneous... |
| gets.lm | General-to-Specific (GETS) Modelling 'lm' objects |
| gets.logitx | General-to-Specific (GETS) Modelling of objects of class... |
| getsm | General-to-Specific (GETS) Modelling of an AR-X model (the... |
| gets-package | General-to-Specific (GETS) and Indicator Saturation (ISAT)... |
| gmm | Generalised Method of Moment (GMM) estimation of linear... |
| hpdata | Hoover and Perez (1999) data |
| iim | Make Indicator Matrices (Impulses, Steps, Trends) |
| infldata | Quarterly Norwegian year-on-year CPI inflation |
| infocrit | Computes the Average Value of an Information Criterion |
| isat | Indicator Saturation |
| isatdates | Extracting Indicator Saturation Breakdates |
| isatloop | Repeated Impulse Indicator Saturation |
| isattest | Indicator Saturation Test |
| isatvar | Variance of the coefficient path |
| isatvarcorrect | Consistency and Efficiency Correction for Impulse Indicator... |
| isvarcor | IIS Consistency Correction |
| isvareffcor | IIS Efficiency Correction |
| larch | Estimate a heterogeneous log-ARCH-X model |
| larchEstfun | Estimation of a log-variance model |
| logit | Estimation of a logit model |
| logitx | Estimate an autoregressive logit model with covariates |
| logitxSim | Simulate from a dynamic logit-x model |
| mvrnormsim | Simulate from a Multivariate Normal Distribution |
| ols | OLS estimation |
| outlierscaletest | Sum and Sup Scaling Outlier Tests |
| outliertest | Jiao and Pretis Outlier Proportion and Count Tests |
| paths | Extraction functions for 'arx', 'gets' and 'isat' objects |
| periodicdummies | Make matrix of periodicity (e.g. seasonal) dummies |
| predict.arx | Forecasting with 'arx' models |
| predict.larch | Variance forecasting with 'larch' models |
| printtex | Generate LaTeX code of an estimation result |
| recursive | Recursive estimation |
| regressorsMean | Create the regressors of the mean equation |
| regressorsVariance | Create regressors for a log-variance model |
| so2data | UK SO2 Data |
| sp500data | Daily Standard and Poor's 500 index data |
| vargaugeiis | Variance of the Impulse Indicator Saturation Gauge |
