tvReg

MaRDI QIDQ44955swMATHCRANFDO

Authors 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

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

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

Description

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

Cited in

(7)

• pder
• haarfisz
• locits
• BigVAR
• mgm
• walker
• dynamite

This page was built for software: tvReg