NW_lrv                  Long-run covariance estimation using Newey-West
                        (Bartlett) weights
andrews_lrv             Long-run covariance estimation using Andrews
                        quadratic spectral kernel.
pred_encompass_dnorm    Direct Multi-Step Forecast Based Comparison of
                        Nested Models via an Encompassing Test
recursive_hstep_fast    Forecasting h-steps ahead using Recursive Least
                        Squares Fast
