Flexible and robust estimation and inference of generalised autoregressive conditional heteroscedasticity (GARCH) models with covariates based on the results by Francq and Thieu (2018) <doi:10.1017/S0266466617000512>. Coefficients can straightforwardly be set to zero by omission, and quasi maximum likelihood methods ensure estimates are generally consistent and inference valid, even when the standardised innovations are non-normal and/or dependent over time.

Flexible and robust estimation and inference of generalised autoregressive conditional heteroscedasticity (GARCH) models with covariates ('X') based on the results by Francq and Thieu (2018) <doi:10.1017/S0266466617000512>. Coefficients can straightforwardly be set to zero by omission, and quasi maximum likelihood methods ensure estimates are generally consistent and inference valid, even when the standardised innovations are non-normal and/or dependent over time.

Flexible and robust estimation and inference of generalised autoregressive conditional heteroscedasticity (GARCH) models with covariates ('X') based on the results by Francq and Thieu (2018) <doi:10.1017/S0266466617000512>. Coefficients can straightforwardly be set to zero by omission, and quasi maximum likelihood methods ensure estimates are generally consistent and inference valid, even when the standardised innovations are non-normal and/or dependent over time, see <https://journal.r-project.org/archive/2021/RJ-2021-057/RJ-2021-057.pdf> for an overview of the package.

c(person(given = "Jennifer",
family = "Bryan",
role = c("aut", "cre"),
email = "jenny@rstudio.com",
comment = c(ORCID = "0000-0002-6983-2759")),
person(given = "Craig",
family = "Citro",
role = "aut",
email = "craigcitro@google.com"),
person(given = "Hadley",
family = "Wickham",
role = "aut",
email = "hadley@rstudio.com",
comment = c(ORCID = "0000-0003-4757-117X")),
person(given = "Google Inc",
role = "cph"),
person(given = "RStudio",
role = c("cph", "fnd")))
Provides utilities for working with Google APIs
<https://developers.google.com/apis-explorer>.  This includes
functions and classes for handling common credential types and for
preparing, executing, and processing HTTP requests.
fs (>= 1.3.1), glue (>= 1.3.0), httr (>= 1.4.0), jsonlite,
rlang, stats, withr
covr, knitr, rmarkdown, sodium, testthat
Jennifer Bryan [aut, cre] (<https://orcid.org/0000-0002-6983-2759>),
Craig Citro [aut],
Hadley Wickham [aut] (<https://orcid.org/0000-0003-4757-117X>),
Google Inc [cph],
RStudio [cph, fnd]