gets

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General-to-Specific (GETS) Modelling and Indicator Saturation Methods

James Reade, Genaro Sucarrat, Felix Pretis

Last update: 9 October 2022

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

Software version identifier: 0.37

Official website: https://cran.r-project.org/web/packages/gets/index.html

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

Cites work

• Automated General-to-Specific (GETS) Regression Modeling and Indicator Saturation for Outliers and Structural Breaks

Cited In (8)

• Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown
• Econometric modelling of climate systems: the equivalence of energy balance models and cointegrated vector autoregressions
• AutoSEARCH
• lgarch
• GEVStableGarch
• getspanel
• ardl.nardl
• ivgets

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