StReg (Q5983035): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI software profile / rank | |||
Normal rank | |||
Revision as of 14:16, 7 March 2024
Student's t Regression Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | StReg |
Student's t Regression Models |
Statements
It contains functions to estimate multivariate Student's t dynamic and static regression models for given degrees of freedom and lag length. Users can also specify the trends and dummies of any kind in matrix form. Poudyal, N., and Spanos, A. (2022) <doi:10.3390/econometrics10020017>. Spanos, A. (1994) <http://www.jstor.org/stable/3532870>.
0 references
17 August 2023
0 references
