SIMle: Estimation and Inference for General Time Series Regression

We provide functions for estimation and inference of nonlinear and non-stationary time series regression using the sieve methods and bootstrapping procedure.

Package details

AuthorXiucai Ding [aut, cre, cph], Chen Qian [aut, cph]
MaintainerXiucai Ding <xiucaiding89@gmail.com>
LicenseMIT + file LICENSE
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("SIMle")

Try the SIMle package in your browser

Any scripts or data that you put into this service are public.

SIMle documentation built on Oct. 11, 2023, 1:07 a.m.