Unified Econometric Estimation, Specification Testing, and Diagnostics

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Documentation for package ‘phoring’ version 0.1.0

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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_reg Academic Publication-Quality Econometric Diagnostic Plots
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
probit Binary Choice Models (Logit and Probit) with Marginal Effects
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