R: Long-Run Variance Estimation in Time Series Regression

# Long-Run Variance Estimation in Time Series Regression

## Documentation for package ‘mlrv’ version 0.1.2

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS

## Help Pages

bregress2 | Simulate data from time-varying time series regression model with change points
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 regression
Heter_LRV | Long-run covariance matrix estimators
hk_data | This is data to be included in my package
LocLinear | Local linear Regression
loc_constant | Nonparametric smoothing
lrv_measure | Comparing bias or mse of lrv estimators based on numerical methods
MV_critical | Statistics-adapted values for extended minimum volatility selection.
MV_critical_cp | Statistics-adapted values for extended minimum volatility selection.
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 parameter b
sim_T | bootstrap distribution