DREGAR

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Software:37039

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swMATH25297CRANDREGARMaRDI QIDQ37039

Regularized Estimation of Dynamic Linear Regression in the Presence of Autocorrelated Residuals (DREGAR)

Hamed Haselimashhadi

Last update: 10 March 2017

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.1.3.0

Source code repository: https://github.com/cran/DREGAR

Described by source

Penalised inference for lagged dependent regression in the presence of autocorrelated residuals

This page was built for software: DREGAR

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