tvReg

swMATH33246CRANtvRegMaRDI QIDQ44955

Time-Varying Coefficient for Single and Multi-Equation Regressions

Ruben Fernandez-Casal, Isabel Casas

Last update: 1 September 2023

Copyright license: GNU General Public License

Software version identifier: 0.5.7, 0.5.8, 0.2.1, 0.3.0, 0.4.0, 0.4.1, 0.4.2, 0.5.0, 0.5.1, 0.5.2, 0.5.3, 0.5.4, 0.5.6, 0.5.9

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

Description

Fitting time-varying coefficient models for single and multi-equation regressions, using kernel smoothing techniques.

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