R: Robust Econometric Inference

# Robust Econometric Inference

## Documentation for package ‘ivx’ version 1.1.1

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

ac_test | Autocorrelation tests
ac_test_ | Tests for autocorrelation
ac_test_bg | Tests for autocorrelation
ac_test_bp | Tests for autocorrelation
ac_test_lb | Tests for autocorrelation
ac_test_wald | Tests for autocorrelation
delta | Calculate the delta coefficient
extract.ivx | 'extract' method for 'ivx' objects
extract.ivx_ar | 'extract' method for 'ivx' objects
ivx | Fitting IVX Models
ivx_ar | Fitting IVX-AR Models
ivx_ar_fit | Fitter Functions for IVX-AR Models
ivx_fit | Fitter Functions for IVX Models
ivx_wfit | Fitter Functions for IVX Models
kms | KMS Monthly data
kms_quarterly | KMS Quarterly data
print.ivx | Fitting IVX Models
print.ivx_ar | Fitting IVX-AR Models
print.summary.ivx | Summarizing IVX Model Fits
print.summary.ivx_ar | Summarizing IVX-AR Model Fits
summary.ivx | Summarizing IVX Model Fits
summary.ivx_ar | Summarizing IVX-AR Model Fits
vcov.ivx | Calculate Variance-Covariance Matrix for a Fitted Model Object
vcov.summary.ivx | Calculate Variance-Covariance Matrix for a Fitted Model Object
ylpc | YLPC Quarterly data