Simulate, estimate (by t-MLE) and select mixed causal-noncausal autoregressive models with possibly exogenous regressors, using methods proposed in Lanne and Saikkonen (2011)
|Author||Sean Telg [aut, cre, cph], Alain Hecq [ctb], Lenard Lieb [ctb]|
|Date of publication||2017-06-16 20:10:49 UTC|
|Maintainer||Sean Telg <[email protected]>|
|Package repository||View on CRAN|
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