Changes in version 0.1.0 (2026-11-07)                  

  - Initial release of phoring: A unified toolkit for econometric
    estimation, automated specification testing, and publication-ready
    diagnostics.
  - Core OLS & Diagnostics: Automated heteroskedasticity (Breusch-Pagan,
    White), autocorrelation (Durbin-Watson, Breusch-Godfrey),
    multicollinearity (VIF), functional form (Ramsey RESET), and
    normality (Jarque-Bera) tests.
  - Standard Errors: Robust (HC0, HC1, HC2, HC3), cluster-robust ($G-1$
    degrees of freedom), and Newey-West HAC standard errors, with full
    support for Weighted Least Squares (WLS).
  - Rank Deficiency & Collinearity Protection: Informative diagnostic
    guidance identifying exact linear dependencies and collinear
    predictors in dummy variable traps.
  - Instrumental Variables (2SLS): Automated weak instruments
    first-stage F test, Wu-Hausman endogeneity test, and Sargan
    overidentification test with cluster-robust SEs and multi-endogenous
    regressor support.
  - Panel Data: Within Fixed Effects, Two-Way Fixed Effects for both
    balanced and unbalanced panels, Swamy-Arora Random Effects GLS,
    First Differences, Between Estimator, Hausman specification test,
    and Wooldridge panel autocorrelation test.
  - Microeconometrics: Logit and Probit models with Average Marginal
    Effects (AME) and delta-method standard errors; Tobit censored
    regression with McDonald-Moffitt decomposition; Poisson and true
    Negative Binomial regression with Cameron-Trivedi overdispersion
    test and Likelihood Ratio validation.
  - Causal Inference: Difference-in-Differences (DiD) with 2x2 means
    breakdown and covariate adjustments; Sharp Regression Discontinuity
    Design (RDD) with triangular/uniform kernels and McCrary density
    continuity check.
  - Quantile Regression: Koenker-Bassett quantile estimation across
    single or multiple quantiles with Huber sandwich covariance.
  - Time Series & Dynamics: Augmented Dickey-Fuller (trend, drift,
    none), Phillips-Perron, and KPSS stationarity tests with continuous
    MacKinnon response surface p-values; Engle-Granger cointegration
    test; bidirectional Granger causality; Engle's ARCH test; ARDL(p,
    q); Koyck distributed lag with Liviatan IV option; Prais-Winsten
    AR(1) correction; Error Correction Models (ECM); and Vector
    Autoregression (VAR).
  - Reporting & Export: word_table() multi-model side-by-side comparison
    tables exported to Word and HTML, interpret() plain-English economic
    guidance, and a comprehensive academic plot() suite with serif
    typography, L-frame axes, and model-specific diagnostic graphs
    across all 28 econometric model and test classes.
  - S3 Ecosystem: Universal S3 method coverage (coef, vcov, residuals,
    fitted, nobs, confint, predict, logLik, AIC, BIC, plot).