adf_test                Augmented Dickey-Fuller test (screening)
compare_fgls            Compare fits side by side
fgls                    Feasible GLS for serial correlation and/or
                        heteroskedasticity
fgls-broom              Tidy, glance and augment fgls fits
fgls-conditions         Conditions signaled by fgls
fgls-methods            Methods for fgls fits
fgls_control            Advanced options for fgls
lasso_fgls              Feasible GLS under heteroskedasticity of
                        unknown form (González-Coya and Perron, 2024)
make_dictionary         Candidate covariates for the skedastic function
ols_robust              Benchmark estimators
plot.fgls               Diagnostic plots for fgls fits
serial_fgls             Feasible GLS for serially correlated errors
                        (Perron and González-Coya, 2026)
simulate_serial         Simulate the designs of the papers
summary.fgls            Summarize an fgls fit
test_predetermined      Test whether lags of the regressors are missing
                        (pre-determinedness)
weight_diagnostics      Diagnostics of an fgls fit
