| fgls::combined | Serial correlation and heteroskedasticity together | HTML | source | R code | |
| fgls::fgls | Getting started with fgls | HTML | source | R code | |
| fgls::heteroskedasticity | Heteroskedasticity of unknown form (González-Coya and Perron, 2024) | HTML | source | R code | |
| fgls::serial-correlation | Serial correlation (Perron and González-Coya, 2026) | HTML | source | R code | |
| fgls::validation | Validation: replicating the papers and agreement with pyfgls | HTML | source | R code |