phoring - Unified Econometric Estimation, Specification Testing, and Diagnostics

A unified econometric toolkit providing automated specification testing, robust covariance estimation, and publication-grade academic visualizations. Implements ordinary and weighted least squares with robust, cluster-robust, and heteroskedasticity and autocorrelation consistent (HAC) standard errors; instrumental variables two-stage least squares (2SLS); panel data estimators (within fixed effects, two-way fixed effects, random effects GLS, first differences); binary response models (logit and probit with average marginal effects); tobit censored regression; count models (Poisson and negative binomial); causal inference methods (difference-in-differences, sharp regression discontinuity); quantile regression; dynamic time series models (autoregressive distributed lag, Koyck distributed lag, Prais-Winsten AR(1), error correction models, vector autoregression); and time series unit root batteries (augmented Dickey-Fuller, Phillips-Perron, KPSS, Engle-Granger cointegration, Granger causality, ARCH). Estimation routines integrate comprehensive diagnostic batteries, parameter stability tests, and academic visualizations with zero external package dependencies.