Heter_LRV               Long-run covariance matrix estimators
LocLinear               Local linear Regression
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
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
hk_data                 This is data to be included in my package
loc_constant            Nonparametric smoothing
lrv_measure             Comparing bias or mse of lrv estimators based
                        on numerical methods
rule_of_thumb           rule of thumb interval for the selection of
                        smoothing parameter b
sim_T                   bootstrap distribution
