arx                     Estimate an AR-X model with log-ARCH-X errors
biascorr                Bias-correction of coefficients following
                        general-to-specific model selection
coef.arx                Extraction functions for 'arx' objects
coef.gets               Extraction functions for 'gets' objects
coef.isat               Extraction functions for 'isat' objects
diagnostics             Diagnostics tests of residuals
dropvar                 Drop variable
eqwma                   Equally Weighted Moving Average (EqWMA) of the
                        pth. exponentiated values
eviews                  Exporting results to EViews and Stata
gets-package            General-to-Specific (GETS) Modelling and
                        Indicator Saturation Methods
getsm                   General-to-Specific (GETS) Modelling of an AR-X
                        model with log-ARCH-X errors
hpdata                  Hoover and Perez (1999) data
iim                     Make Indicator Matrices (Impulses, Steps,
                        Trends)
info.criterion          Computes the Average Value of an Information
                        Criterion
isat                    Indicator Saturation
isattest                Indicator Saturation Test
isatvar                 Variance of the coefficient path
isvarcor                IIS Consistency Correction
isvareffcor             IIS Efficiency Correction
jb.test                 Jarque-Bera test for normality
ols                     OLS estimation
paths                   Extraction functions for 'gets' and 'isat'
                        objects
periodicdummies         Make matrix of periodicity (e.g. seasonal)
                        dummies
recursive               Recursive estimation
