Simulate, estimate (by t-MLE), select and forecast 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||2018-04-24 18:44:32 UTC|
|Maintainer||Sean Telg <[email protected]>|
|Package repository||View on CRAN|
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