fixedCV - Fixed-b Critical Values for Robust Inference with Time Series
Data
Provides functions for computing fixed-b critical values
and conducting robust inference procedures for time series data
with unknown correlation structures. Implements long-run
variance estimators using various kernel functions and lugsail
transformations for improved finite-sample properties as
described by Kurtz-Garcia and Flegal (2026)
<doi:10.48550/arXiv.2606.17369>.