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  "Title": "Single-Equation Penalized Error-Correction Selector (SPECS)",
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  "Description": "Implementation of SPECS, your favourite Single-Equation\nPenalized Error-Correction Selector developed in Smeekes and\nWijler (2021) <doi:10.1016/j.jeconom.2020.07.021>. SPECS\nprovides a fully automated estimation procedure for large and\npotentially (co)integrated datasets. The dataset in levels is\nconverted to a conditional error-correction model, either by\nthe user or by means of the functions included in this package,\nand various specialised forms of penalized regression can be\napplied to the model. Automated options for initializing and\nselecting a sequence of penalties, as well as the construction\nof penalty weights via an initial estimator, are available.\nMoreover, the user may choose from a number of pre-specified\ndeterministic configurations to further simplify the model\nbuilding process.",
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