bartlett                Bartlett Kernel for Consistent Estimate of
                        Long-run Variance
Bartlett_uni            Bartlett Kernel for Consistent Estimate of
                        Long-run Variance
bohman                  Bohman Kernel for Consistent Estimate of
                        Long-run Variance
cauchy                  Cauchy Kernel for Consistent Estimate of
                        Long-run Variance
ccr                     Canonical Cointegrating Regression Estimator
ccrQ                    Canonical Cointegrating Regression with Time
                        Polynomial
CZa                     Phillips' (1987) Za and Zt test for
                        cointegration
dchlet                  Dirichlet Kernel for Consistent Estimate of
                        Long-run Variance
fm                      Fully-Modified OLS Estimator
fmgive                  Fully-Modified GIVE Estimator
fmgmm                   Fully-Modified GMM Estimator
fmols                   Multivariate Fully-Modified OLS Estimator
fmQ                     Fully-Modified OLS Estimator with Time
                        Polynomial
fmvar                   Fully-Modified VAR Estimator
fmvar_forecast          Forecast a FM-VAR System
fmvar_plag              Select the q in a FMVAR(p,q) by Specific
                        Criterion
GHansen                 Gregory-Hansen Test for Cointegration in Models
                        with Regime Shifts
gw                      Gauss-Weierstrass Kernel for Consistent
                        Estimate of Long-run Variance
kpss                    KPSS Unit Root Test for the null of
                        stationarity
kpss_1br                KPSS Unit Root Test with One Structural Break
kpss_2br                KPSS Unit Root Test with Two Structural Breaks
Kurozumi_Bartlett       Bartlett Kernel for Consistent Estimate of
                        Long-run Variance
Kurozumi_QS             Quadratic Spectral Kernel for Consistent
                        Estimate of Long-run Variance
macro                   Macroeconomic Time Series Data Sets,
                        1967M1-2025M7
mdchlet                 Modified Dirichlet Kernel for Consistent
                        Estimate of Long-run Variance
parzen                  Parzen Kernel for Consistent Estimate of
                        Long-run Variance
Parzen_uni              Parzen Kernel for Consistent Estimate of
                        Long-run Variance
pp                      Phillips and Perron Unit Root Test
qs                      Quadratic-Spectral Kernel for Consistent
                        Estimate of Long-run Variance
QS_uni                  Quadratic Spectral Kernel for Consistent
                        Estimate of Long-run Variance
reisz                   Reisz Kernel for Consistent Estimate of
                        Long-run Variance
SPC_Bartlett            Bartlett Kernel for Consistent Estimate of
                        Long-run Variance
SPC_QS                  Quadratic Spectral Kernel for Consistent
                        Estimate of Long-run Variance
sw                      Stock-Watson Common Trends Statistic
tukham                  Tukey-Hamming Kernel for Consistent Estimate of
                        Long-run Variance
tukhan                  Tukey-Hanning Kernel for Consistent Estimate of
                        Long-run Variance
Za                      Phillips' (1987) Za and Zt Test for Unit Root
ZA_1br                  Zivot-Andrews unit root test with unknown one
                        structural break.
ZA_2br                  Zivot-Andrews unit root test with unknown one
                        structural break.
