Functions, data sets and examples for the book: Yves Croissant (2025) "Microeconometrics with R", Chapman and Hall/CRC The R Series <doi:10.1201/9781003100263>. The package includes a set of estimators for models used in microeconometrics, especially for count data and limited dependent variables. Test functions include score test, Hausman test, Vuong test, Sargan test and conditional moment test. A small subset of the data set used in the book is also included.

Companion package of Carrion-i-Silvestre & Sansó (2023): 
  "Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant 
  Unconditional Variance in Heavy-Tailed Time Series". It implements the Modified 
  Iterative Cumulative Sum of Squares Algorithm, which is an extension of 
  the Iterative Cumulative Sum of Squares (ICSS) Algorithm of Inclan and Tiao (1994), and it checks for changes in the 
  unconditional variance of a time series controlling for the tail index of 
  the underlying distribution. The fourth order moment is estimated non-parametrically
  to avoid the size problems when the innovations are non-Gaussian (see, Sansó et al., 2004). 
  Critical values and p-values are generated using a Generalized Extreme Value distribution approach.
  References
  Carrion-i-Silvestre J.J & Sansó A (2023) <https://www.ub.edu/irea/working_papers/2023/202309.pdf>.
  Inclan C & Tiao G.C (1994) <doi:10.1080/01621459.1994.10476824>,
  Sansó A & Aragó V & Carrion-i-Silvestre J.L (2004) <https://dspace.uib.es/xmlui/bitstream/handle/11201/152078/524035.pdf>.

Implements order selection for Vector Autoregressive (VAR) models using the Mean Square Information Criterion (MIC). Unlike standard methods such as AIC and BIC, MIC is likelihood-free. This method consistently estimates VAR order and has robust performance under model misspecification. For more details, see Hellstern and Shojaie (2025) <doi:10.48550/arXiv.2511.19761>.

Contains functions for converting existing HTML/JavaScript
   source into equivalent 'shiny' functions. Bootstraps the process of making
   new 'shiny' functions by allowing us to turn HTML snippets directly into 
   R functions.