phoring: Unified Econometric Estimation, Specification Testing, and
Diagnostics
A unified econometric toolkit providing automated specification
testing, robust covariance estimation, and publication-grade academic
visualizations. Implements ordinary and weighted least squares with robust,
cluster-robust, and heteroskedasticity and autocorrelation consistent (HAC)
standard errors; instrumental variables two-stage least squares (2SLS); panel
data estimators (within fixed effects, two-way fixed effects, random effects
GLS, first differences); binary response models (logit and probit with average
marginal effects); tobit censored regression; count models (Poisson and negative
binomial); causal inference methods (difference-in-differences, sharp regression
discontinuity); quantile regression; dynamic time series models (autoregressive
distributed lag, Koyck distributed lag, Prais-Winsten AR(1), error correction
models, vector autoregression); and time series unit root batteries (augmented
Dickey-Fuller, Phillips-Perron, KPSS, Engle-Granger cointegration, Granger
causality, ARCH). Estimation routines integrate comprehensive diagnostic
batteries, parameter stability tests, and academic visualizations with zero
external package dependencies.
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