StReg

Student's t Regression Models

Last update: 17 August 2023

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.1

Description

It contains functions to estimate multivariate Student's t dynamic and static regression models for given degrees of freedom and lag length. Users can also specify the trends and dummies of any kind in matrix form. Poudyal, N., and Spanos, A. (2022) <doi:10.3390/econometrics10020017>. Spanos, A. (1994) <http://www.jstor.org/stable/3532870>.

Cites work

Model Validation and DSGE Modeling

This page was built for software: StReg