R: Parameter Estimation and Inference in a Cointegrating Regression

# Parameter Estimation and Inference in a Cointegrating Regression

## Documentation for package ‘cointReg’ version 0.2.0

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

## Help Pages

cointReg-package | The cointReg package
checkDoptions | Check list D.options.
checkObject | Variable check for single objects.
checkVars | Multiple variable checks for certain values.
cointReg | Estimation and Inference for cointegrating regressions
cointRegD | Dynamic OLS
cointRegFM | Fully Modified OLS
cointRegIM | Integrated Modified OLS
getBandwidth | Automatic Bandwidth Selection
getBandwidthAnd | Automatic Bandwidth Selection
getBandwidthNW | Automatic Bandwidth Selection
getLeadLag | Leads and Lags
getLongRunVar | Long-Run Variance
getLongRunWeights | Weights for Long-Run Variance
getModD | Get D OLS model.
makeLeadLagMatrix | Leads-and-Lags Matrix
plot.cointReg | Plot Method for Cointegration Models (Modified OLS).
print.cointReg | Print Method for Cointegration Models (Modified OLS).