Bartlett_uni            Bartlett Kernel for Consistent Estimate of
                        Long-run Variance
CZa                     Phillips' (1987) Za and Zt test for
                        cointegration
GHansen                 Gregory-Hansen Test for Cointegration in Models
                        with Regime Shifts
Kurozumi_Bartlett       Bartlett Kernel for Consistent Estimate of
                        Long-run Variance
Kurozumi_QS             Quadratic Spectral Kernel for Consistent
                        Estimate of Long-run Variance
Parzen_uni              Parzen Kernel for Consistent Estimate of
                        Long-run Variance
QS_uni                  Quadratic Spectral 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
ZA_1br                  Zivot-Andrews unit root test with unknown one
                        structural break.
ZA_2br                  Zivot-Andrews unit root test with unknown one
                        structural break.
Za                      Phillips' (1987) Za and Zt Test for Unit Root
bartlett                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
dchlet                  Dirichlet Kernel for Consistent Estimate of
                        Long-run Variance
fm                      Fully-Modified OLS Estimator
fmQ                     Fully-Modified OLS Estimator with Time
                        Polynomial
fmgive                  Fully-Modified GIVE Estimator
fmgmm                   Fully-Modified GMM Estimator
fmols                   Multivariate Fully-Modified OLS Estimator
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
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
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
pp                      Phillips and Perron Unit Root Test
qs                      Quadratic-Spectral Kernel for Consistent
                        Estimate of Long-run Variance
reisz                   Reisz 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
