NEWS
ivx 1.1.1 (2025-09-20)
- Patch version to fix minor issues.
ivx 1.1.0 (2020-11-24)
- 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 (2019-05-04)
- Added a
NEWS.md file to track changes to the package.