SIMle

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Software:5981195



CRANSIMleMaRDI QIDQ5981195

Estimation and Inference for General Time Series Regression

Xiucai Ding, Chen Qian

Last update: 10 October 2023

Software version identifier: 0.1.0


Copyright license: MIT license, File License

We provide functions for estimation and inference of nonlinear and non-stationary time series regression using the sieve methods and bootstrapping procedure.