Package: hetiv
Title: Heteroskedasticity and Proxy-Based IV Methods
Version: 0.1.0
Authors@R: 
    c(person("Daniel", "Kaufmann", email = "info@dankaufmann.com",
        role = c("aut", "cre", "cph")),
      person("Marc", "Burri", role = "aut"),
      person("Valentin", "Grob", role = "aut"))
Description: Tools for identifying structural shocks using
        heteroskedasticity- and proxy-based instrumental variable (IV)
        methods in event-study settings. Supports local projection
        impulse response estimation of Jorda (2005)
        <doi:10.1257/0002828053828518>, generalised weak instrument
        testing of Lewis and Mertens (2025)
        <doi:10.1093/restud/rdaf103>, recursive heteroskedasticity-IV
        identification of Burri and Kaufmann (2026b)
        <doi:10.1016/j.econlet.2026.113091>, and Kalman-filter shock
        extraction of Burri and Kaufmann (2026a).
URL: https://dankaufmann.github.io/hetiv/,
        https://github.com/dankaufmann/hetiv
BugReports: https://github.com/dankaufmann/hetiv/issues
License: MIT + file LICENSE
Encoding: UTF-8
Depends: R (>= 4.1.0)
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.3
Config/roxygen2/version: 7.3.3
VignetteBuilder: knitr
Imports: dplyr, ggplot2, grid, ivreg, MASS, rlang, sandwich, zoo
Suggests: cowplot, knitr, rmarkdown, testthat (>= 3.0.0)
Config/pak/sysreqs: cmake make libicu-dev
Repository: https://marcburri.r-universe.dev
Date/Publication: 2026-07-09 12:25:52 UTC
RemoteUrl: https://github.com/dankaufmann/hetiv
RemoteRef: main
RemoteSha: 9c7c2248ee4f0d7f2075280f63c25348b578b1e6
NeedsCompilation: no
Packaged: 2026-07-09 14:23:52 UTC; root
Author: Daniel Kaufmann [aut, cre, cph],
  Marc Burri [aut],
  Valentin Grob [aut]
Maintainer: Daniel Kaufmann <info@dankaufmann.com>