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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) <doi:10.2202/1941-1928.1080> and Hecq et al. (2016) <doi:10.15609/annaeconstat2009.123-124.0307>.
Package details |
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Author | Sean Telg [aut, cre, cph], Alain Hecq [ctb], Lenard Lieb [ctb] |
Maintainer | Sean Telg <j.telg@maastrichtuniversity.nl> |
License | GPL-2 |
Version | 0.2 |
Package repository | View on CRAN |
Installation |
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