NEWS

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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.