arch_test               Autoregressive Conditional Heteroskedasticity
                        (ARCH) Test
ardl                    Autoregressive Distributed Lag (ARDL) Model
chow_test               Chow Test for Parameter Stability and
                        Structural Breaks
coint                   Engle-Granger Cointegration Test
college_distance        Returns to Schooling and Proximity to College
                        Dataset
corr                    Correlation Matrix with Significance Stars
count_reg               Count Data Models (Poisson and Negative
                        Binomial Regression)
crime_panel             County-Level Crime Rates Panel Dataset
desc                    Publication-Ready Summary Statistics and
                        Covariate Balance for Economics
diagnostics             Econometric Diagnostic Tests
did                     Difference-in-Differences (DiD) Policy
                        Evaluation
durbin_h                Durbin's h Test for Autocorrelation in
                        Autoregressive Models
dynamics                Dynamic Econometric Models: Koyck, Durbin's h,
                        Prais-Winsten, ECM, and VAR
ecm                     Error Correction Model (ECM)
econ_plot               Academic Publication-Quality Econometric
                        Diagnostic Plots
firm_investment         Corporate Investment Panel Dataset (Grunfeld
                        Style)
gq_test                 Goldfeld-Quandt Test for Heteroskedasticity
granger                 Bidirectional Granger Causality Test
house_prices            Hedonic Housing Prices and Urban Environmental
                        Quality
interpret               Plain-English Econometric Model Interpretation
iv                      Instrumental Variables (2SLS) Regression with
                        Automated Diagnostics
j_test                  Davidson-MacKinnon J-Test for Non-Nested Models
koyck                   Koyck Distributed Lag Model
labor_supply            Female Labor Force Participation Dataset (Mroz
                        Style)
logit                   Binary Choice Models (Logit and Probit) with
                        Marginal Effects
macro_data              Quarterly Macroeconomic Time Series (Phillips
                        Curve)
min_wage                State Minimum Wage Policy Evaluation (Card &
                        Krueger DiD)
outliers                Detect Outliers and Influential Observations in
                        Regression Models
panel                   Comprehensive Panel Data Econometrics with
                        Two-Way FE and Specification Tests
plot.econ_arch          Plot Autoregressive Conditional
                        Heteroskedasticity (ARCH) Diagnostics
plot.econ_ardl          Plot Autoregressive Distributed Lag (ARDL)
                        Model Diagnostics
plot.econ_chow          Plot Chow Structural Break Test
plot.econ_coint         Plot Cointegration and Long-Run Equilibrium
                        Diagnostics
plot.econ_corr          Plot Correlation Matrix Heatmap
plot.econ_count         Plot Count Model Diagnostics (Poisson / NegBin)
plot.econ_desc          Plot Descriptive Distributions
plot.econ_desc_balance
                        Plot Covariate Balance Love Plot
plot.econ_diagnostics   Plot Comprehensive Econometric Diagnostics
                        Dashboard
plot.econ_did           Plot Difference-in-Differences (DiD)
                        Trajectories and Diagnostics
plot.econ_durbin_h      Plot Durbin's h Autoregressive Serial
                        Correlation Test
plot.econ_ecm           Plot Error Correction Model (ECM) Diagnostics
plot.econ_gq            Plot Goldfeld-Quandt Heteroskedasticity Test
plot.econ_granger       Plot Granger Causality Diagnostics
plot.econ_hyp           Plot General Linear Hypothesis & Wald Test
plot.econ_iv            Plot Instrumental Variables 2SLS Model
plot.econ_jtest         Plot Davidson-MacKinnon J-Test
plot.econ_koyck         Plot Koyck Distributed Lag Multipliers and
                        Diagnostics
plot.econ_logit         Plot Binary Outcome (Logit/Probit) Model
                        Diagnostics
plot.econ_outliers      Plot Influential Outliers & Leverage
                        Diagnostics
plot.econ_panel         Plot Panel Data Regression Diagnostics
plot.econ_prais         Plot Prais-Winsten / Cochrane-Orcutt AR(1)
                        Diagnostics
plot.econ_qreg          Plot Quantile Regression Process
plot.econ_rdd           Plot Sharp Regression Discontinuity (RDD)
                        Diagnostics
plot.econ_tobit         Plot Tobit Censored Regression Diagnostics
plot.econ_unit_root     Plot Unit Root and Stationarity Tests
plot.econ_var           Plot Vector Autoregression (VAR) Diagnostics
                        and Dynamics
prais_winsten           Prais-Winsten & Cochrane-Orcutt FGLS
                        Autocorrelation Correction
qreg                    Quantile Regression Across the Distribution
rdd                     Sharp Regression Discontinuity Design (RDD)
reg                     One-Command Econometric Regression with
                        Automated Diagnostics
test_hyp                General Linear Hypothesis & Wald F-Test
timeseries              Complete Time Series Econometric Toolkit
tobit                   Censored Regression (Tobit Model) with
                        McDonald-Moffitt Decomposition
unit_root               Multi-Test Stationarity Battery (ADF,
                        Phillips-Perron, KPSS)
var_model               Vector Autoregression (VAR) Model
wage_data               Cross-Sectional and Panel Wage Determination
                        Dataset
word_table              Side-by-Side Model Comparison & Word Table
                        Export
