ivx 1.1.1
- Patch version to fix minor issues.
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.