Man pages for mlrv
Long-Run Variance Estimation in Time Series Regression
| bregress2 | Simulate data from time-varying time series regression model... |
| gcv_cov | Generalized Cross Validation |
| heter_covariate | Long memory tests for non-stationary time series regression |
| heter_gradient | Structural stability tests for non-stationary time series... |
| Heter_LRV | Long-run covariance matrix estimators |
| hk_data | This is data to be included in my package |
| loc_constant | Nonparametric smoothing |
| LocLinear | Local linear Regression |
| lrv_measure | Comparing bias or mse of lrv estimators based on numerical... |
| mlrv-package | mlrv: Long-Run Variance Estimation in Time Series Regression |
| MV_critical | Statistics-adapted values for extended minimum volatility... |
| MV_critical_cp | Statistics-adapted values for extended minimum volatility... |
| MV_ise_heter_critical | MV method |
| Qct_reg | Simulate data from time-varying time series regression model |
| Qt_data | Simulate data from time-varying trend model |
| rule_of_thumb | rule of thumb interval for the selection of smoothing... |
| sim_T | bootstrap distribution |
