eDMA

swMATH24990CRANeDMAMaRDI QIDQ36735

Dynamic Model Averaging with Grid Search

Nima Nonejad, Leopoldo Catania

Last update: 27 August 2018

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

Software version identifier: 1.5-3

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

Cites work

• Predictive regressions with time-varying coefficients

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