NEWS.md

In ivx: Robust Econometric Inference

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.

ivx documentation built on Nov. 27, 2020, 5:09 p.m.